-99.9%
DFNS vs TE
-54.2%
-45.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -16.0% | -4.0% | -12.0% | -14.7% |
| 30D | -77.7% | -15.9% | -61.8% | -76.4% |
| 3M | -77.2% | -60.5% | -16.6% | -70.0% |
| 6M | -95.2% | -35.2% | -60.0% | -95.1% |
| YTD | -98.0% | -31.1% | -66.8% | -98.1% |
| 1Y | -98.3% | +148.6% | -246.9% | -99.0% |
| 3Y | -99.9% | -26.4% | -73.5% | -99.9% |
| 5Y | -99.9% | -48.0% | -51.8% | -99.9% |
| All | -99.9% | -54.2% | -45.6% | -99.9% |
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