-99.9%
DFNS vs TGT
+54.2%
-154.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.5% |
| 7D | -3.3% | -5.0% | +1.7% | -3.4% |
| 30D | -73.1% | +3.0% | -76.1% | -73.2% |
| 3M | -71.4% | +22.6% | -94.0% | -71.1% |
| 6M | -93.8% | +31.2% | -125.0% | -93.7% |
| YTD | -98.0% | +63.7% | -161.7% | -98.0% |
| 1Y | -98.2% | +78.5% | -176.7% | -98.1% |
| 3Y | -99.9% | +40.5% | -140.4% | -99.9% |
| 5Y | -99.9% | -25.6% | -74.3% | -99.9% |
| All | -99.9% | +54.2% | -154.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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