-100.0%
DFNS vs TFC
-2.5%
-97.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.3% | -12.3% |
| 7D | -44.0% | +1.2% | -45.2% | -43.9% |
| 30D | -69.1% | +8.3% | -77.5% | -68.8% |
| 3M | -95.6% | -5.2% | -90.5% | -95.6% |
| 6M | -96.2% | -0.8% | -95.4% | -96.2% |
| YTD | -99.6% | +3.4% | -103.0% | -99.6% |
| 1Y | -99.7% | +17.0% | -116.8% | -99.7% |
| 3Y | -100.0% | +86.2% | -186.1% | -100.0% |
| All | -100.0% | -2.5% | -97.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling