-100.0%
DFNS vs TGT
+60.5%
-160.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.1% | -18.2% | -19.3% |
| 7D | -12.7% | +2.6% | -15.2% | -12.7% |
| 30D | -65.2% | +6.6% | -71.8% | -65.2% |
| 3M | -94.6% | +5.2% | -99.8% | -94.6% |
| 6M | -96.2% | +35.3% | -131.6% | -96.2% |
| YTD | -99.6% | +70.3% | -169.9% | -99.6% |
| 1Y | -99.7% | +81.2% | -180.8% | -99.7% |
| 3Y | -100.0% | +66.9% | -166.9% | -100.0% |
| 5Y | -100.0% | -27.2% | -72.8% | -100.0% |
| All | -100.0% | +60.5% | -160.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling