-96.2%
DFNS vs TFC
-0.2%
-96.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.3% | -11.5% |
| 7D | -44.0% | +1.2% | -45.2% | -44.6% |
| 30D | -69.1% | +8.3% | -77.5% | -71.9% |
| 3M | -95.6% | -5.2% | -90.5% | -95.3% |
| 6M | -96.2% | -0.8% | -95.4% | -96.0% |
| All | -96.2% | -0.2% | -96.0% | -96.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling