-99.6%
DFNS vs TEM
-11.1%
-88.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.8% | -15.5% | -16.8% |
| 7D | -27.7% | -1.3% | -26.4% | -27.4% |
| 30D | -58.0% | -9.5% | -48.5% | -56.2% |
| 3M | -94.0% | +60.7% | -154.7% | -96.1% |
| 6M | -94.6% | +35.5% | -130.1% | -95.9% |
| YTD | -99.4% | +28.0% | -127.5% | -99.6% |
| 1Y | -99.6% | -10.5% | -89.1% | -99.6% |
| All | -99.6% | -11.1% | -88.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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