-99.6%
DFNS vs TFC
+20.8%
-120.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.0% | -21.3% | -20.3% |
| 7D | -27.7% | +5.1% | -32.7% | -30.8% |
| 30D | -58.0% | +9.8% | -67.8% | -61.5% |
| 3M | -94.0% | -2.4% | -91.5% | -93.8% |
| 6M | -94.6% | +4.9% | -99.5% | -94.8% |
| YTD | -99.4% | +6.6% | -106.0% | -99.5% |
| 1Y | -99.6% | +21.3% | -121.0% | -99.8% |
| All | -99.6% | +20.8% | -120.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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