-99.9%
DFNS vs TGT
+62.8%
-162.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -16.0% | +0.8% | -16.8% | -16.0% |
| 30D | -77.7% | +12.2% | -89.9% | -77.8% |
| 3M | -77.2% | +33.8% | -111.0% | -76.9% |
| 6M | -95.2% | +39.3% | -134.5% | -95.1% |
| YTD | -98.0% | +72.9% | -170.8% | -97.9% |
| 1Y | -98.3% | +84.6% | -182.8% | -98.2% |
| 3Y | -99.9% | +46.2% | -146.1% | -99.9% |
| 5Y | -99.9% | -21.3% | -78.5% | -99.9% |
| All | -99.9% | +62.8% | -162.7% | -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 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