-98.3%
DFNS vs TEM
-15.5%
-82.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +0.9% | -16.9% | -16.2% |
| 30D | -77.7% | +38.4% | -116.1% | -82.8% |
| 3M | -77.2% | +23.7% | -100.8% | -80.3% |
| 6M | -95.2% | +26.0% | -121.2% | -96.0% |
| YTD | -98.0% | +9.4% | -107.4% | -98.2% |
| 1Y | -98.3% | -17.3% | -81.0% | -98.3% |
| All | -98.3% | -15.5% | -82.7% | -98.3% |
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