-99.8%
DFNS vs TEM
+111.1%
-210.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.0% | -14.0% | -3.4% |
| 7D | -42.8% | +7.6% | -50.4% | -43.0% |
| 30D | -67.6% | +19.0% | -86.6% | -67.7% |
| 3M | -94.9% | +62.2% | -157.1% | -94.9% |
| 6M | -96.7% | +69.4% | -166.1% | -96.8% |
| YTD | -99.6% | +43.0% | -142.6% | -99.6% |
| 1Y | -99.7% | +18.0% | -117.7% | -99.8% |
| All | -99.8% | +111.1% | -210.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling