-100.0%
DFNS vs TE
-77.2%
-22.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.0% |
| 7D | -42.8% | -10.5% | -32.3% | -40.4% |
| 30D | -67.6% | -32.4% | -35.1% | -63.4% |
| 3M | -94.9% | -60.9% | -34.0% | -93.1% |
| 6M | -96.7% | -62.8% | -33.9% | -95.9% |
| YTD | -99.6% | -65.7% | -33.9% | -99.5% |
| 1Y | -99.7% | -39.9% | -59.8% | -99.8% |
| 3Y | -100.0% | +10.6% | -110.6% | -100.0% |
| 5Y | -100.0% | -79.7% | -20.3% | -100.0% |
| All | -100.0% | -77.2% | -22.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling