-99.6%
DFNS vs TKO
+5.6%
-105.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.4% | -21.7% | -20.6% |
| 7D | -27.7% | +11.3% | -38.9% | -33.7% |
| 30D | -58.0% | +9.3% | -67.3% | -60.8% |
| 3M | -94.0% | +5.3% | -99.3% | -94.3% |
| 6M | -94.6% | +4.9% | -99.4% | -94.8% |
| YTD | -99.4% | -6.3% | -93.1% | -99.4% |
| 1Y | -99.6% | +4.9% | -104.6% | -99.7% |
| All | -99.6% | +5.6% | -105.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling