-96.5%
DFNS vs TKO
+7.7%
-104.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -6.4% |
| 7D | -6.0% | +2.3% | -8.3% | -8.2% |
| 30D | -71.2% | +13.4% | -84.6% | -75.7% |
| 3M | -94.5% | -1.7% | -92.8% | -94.2% |
| 6M | -96.5% | +7.2% | -103.8% | -97.1% |
| All | -96.5% | +7.7% | -104.2% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling