-99.9%
DFNS vs TKO
+349.2%
-449.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -6.3% | +2.3% | -8.7% | -6.4% |
| 30D | -74.0% | -2.5% | -71.5% | -73.9% |
| 3M | -70.1% | -10.6% | -59.5% | -70.5% |
| 6M | -93.9% | -5.1% | -88.9% | -94.0% |
| YTD | -98.1% | -8.2% | -89.9% | -98.1% |
| 1Y | -98.3% | -4.4% | -93.9% | -98.3% |
| 3Y | -99.9% | +100.4% | -200.3% | -99.9% |
| 5Y | -99.9% | +294.3% | -394.2% | -99.9% |
| All | -99.9% | +349.2% | -449.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling