-98.9%
DFNS vs TEM
+53.2%
-152.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.7% | +0.1% | -4.4% |
| 7D | +4.6% | -1.1% | +5.7% | +4.7% |
| 30D | -73.9% | +11.3% | -85.2% | -73.8% |
| 3M | -71.7% | +25.5% | -97.2% | -71.6% |
| 6M | -94.6% | +17.1% | -111.7% | -94.6% |
| YTD | -98.1% | +3.8% | -101.9% | -98.1% |
| 1Y | -98.3% | -24.4% | -73.9% | -98.4% |
| All | -98.9% | +53.2% | -152.1% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling