-99.7%
DFNS vs TE
-55.7%
-44.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -7.5% | -11.8% | -17.7% |
| 7D | -12.7% | -13.6% | +0.9% | -10.0% |
| 30D | -65.2% | -37.7% | -27.6% | -61.6% |
| 3M | -94.6% | -59.8% | -34.8% | -93.5% |
| 6M | -96.2% | -66.3% | -29.9% | -95.5% |
| YTD | -99.6% | -70.5% | -29.1% | -99.5% |
| 1Y | -99.7% | -48.8% | -50.9% | -99.7% |
| All | -99.7% | -55.7% | -44.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling