-99.9%
DFNS vs TFC
+84.6%
-184.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -1.0% |
| 7D | +0.8% | +2.2% | -1.5% | +1.0% |
| 30D | -73.2% | -2.5% | -70.7% | -73.3% |
| 3M | -72.4% | +4.5% | -77.0% | -72.3% |
| 6M | -95.2% | +11.0% | -106.2% | -95.1% |
| YTD | -98.0% | +5.9% | -103.9% | -98.0% |
| 1Y | -98.3% | +14.6% | -112.8% | -98.2% |
| 3Y | -99.9% | +96.7% | -196.6% | -99.9% |
| 5Y | -99.9% | +15.6% | -115.4% | -99.9% |
| All | -99.9% | +84.6% | -184.5% | -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 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