-100.0%
DFNS vs TKO
+276.1%
-376.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.5% |
| 7D | -6.0% | +2.3% | -8.3% | -6.0% |
| 30D | -71.2% | +13.4% | -84.6% | -71.3% |
| 3M | -94.5% | -1.7% | -92.8% | -94.5% |
| 6M | -96.5% | +7.2% | -103.8% | -96.5% |
| YTD | -99.6% | -5.4% | -94.3% | -99.6% |
| 1Y | -99.7% | +8.7% | -108.4% | -99.7% |
| 3Y | -100.0% | +150.4% | -250.4% | -100.0% |
| All | -100.0% | +276.1% | -376.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling