-99.9%
DFNS vs TKO
+102.0%
-201.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -3.3% | +0.1% | -3.5% | -3.3% |
| 30D | -73.1% | -2.6% | -70.5% | -73.0% |
| 3M | -71.4% | -7.8% | -63.6% | -71.8% |
| 6M | -93.8% | -7.0% | -86.8% | -94.0% |
| YTD | -98.0% | -8.5% | -89.5% | -98.1% |
| 1Y | -98.2% | -1.3% | -96.9% | -98.2% |
| All | -99.9% | +102.0% | -201.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling