-99.9%
DFNS vs TE
-20.2%
-79.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.8% | -4.8% |
| 7D | +0.8% | +18.2% | -17.4% | -5.9% |
| 30D | -73.2% | -13.5% | -59.7% | -71.5% |
| 3M | -72.4% | -44.6% | -27.9% | -65.9% |
| 6M | -95.2% | -24.7% | -70.5% | -95.5% |
| YTD | -98.0% | -24.3% | -73.7% | -98.2% |
| 1Y | -98.3% | +155.6% | -253.8% | -99.3% |
| 3Y | -99.9% | -18.3% | -81.6% | -100.0% |
| All | -99.9% | -20.2% | -79.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling