-100.0%
DFNS vs TFC
+83.8%
-183.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -2.8% |
| 7D | -42.8% | +0.3% | -43.1% | -42.8% |
| 30D | -67.6% | +9.2% | -76.7% | -67.2% |
| 3M | -94.9% | -2.9% | -92.0% | -94.9% |
| 6M | -96.7% | +3.5% | -100.2% | -96.7% |
| YTD | -99.6% | +5.4% | -105.0% | -99.6% |
| 1Y | -99.7% | +17.3% | -117.1% | -99.7% |
| 3Y | -100.0% | +96.7% | -196.7% | -100.0% |
| 5Y | -100.0% | -1.1% | -98.9% | -100.0% |
| All | -100.0% | +83.8% | -183.8% | -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