-99.9%
DFNS vs TGT
+41.4%
-141.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.7% |
| 7D | +4.6% | -3.6% | +8.2% | +4.6% |
| 30D | -73.9% | +4.4% | -78.3% | -74.0% |
| 3M | -71.7% | +25.4% | -97.1% | -71.1% |
| 6M | -94.6% | +33.4% | -127.9% | -94.4% |
| YTD | -98.1% | +65.6% | -163.7% | -97.9% |
| 1Y | -98.3% | +80.3% | -178.6% | -98.1% |
| All | -99.9% | +41.4% | -141.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling