-100.0%
DFNS vs TFC
+82.2%
-182.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.4% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -65.2% | +8.6% | -73.9% | -64.9% |
| 3M | -94.6% | -4.3% | -90.2% | -94.6% |
| 6M | -96.2% | +5.4% | -101.7% | -96.2% |
| YTD | -99.6% | +4.5% | -104.1% | -99.6% |
| 1Y | -99.7% | +14.0% | -113.7% | -99.7% |
| 3Y | -100.0% | +93.4% | -193.3% | -100.0% |
| 5Y | -100.0% | +0.5% | -100.4% | -100.0% |
| All | -100.0% | +82.2% | -182.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling