-99.9%
DFNS vs TKO
+361.1%
-460.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -0.9% |
| 7D | +0.8% | +7.2% | -6.4% | +0.6% |
| 30D | -73.2% | +4.7% | -77.9% | -73.2% |
| 3M | -72.4% | -3.2% | -69.2% | -72.6% |
| 6M | -95.2% | -2.9% | -92.4% | -95.3% |
| YTD | -98.0% | -5.8% | -92.2% | -98.0% |
| 1Y | -98.3% | -1.1% | -97.2% | -98.3% |
| 3Y | -99.9% | +111.1% | -211.0% | -99.9% |
| 5Y | -99.9% | +315.6% | -415.4% | -99.9% |
| All | -99.9% | +361.1% | -460.9% | -99.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling