-99.9%
DFNS vs TFC
+88.6%
-188.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | +2.4% | -18.4% | -15.8% |
| 30D | -77.7% | -1.3% | -76.4% | -77.7% |
| 3M | -77.2% | +6.1% | -83.2% | -77.0% |
| 6M | -95.2% | +7.3% | -102.5% | -95.1% |
| YTD | -98.0% | +8.2% | -106.2% | -97.9% |
| 1Y | -98.3% | +14.4% | -112.7% | -98.2% |
| 3Y | -99.9% | +93.7% | -193.6% | -99.9% |
| 5Y | -99.9% | +16.4% | -116.3% | -99.9% |
| All | -99.9% | +88.6% | -188.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling