-99.6%
DFNS vs TLN
-1.4%
-98.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.9% | +7.9% | +12.4% |
| 7D | -13.0% | +15.9% | -28.9% | -13.6% |
| 30D | -56.9% | -0.3% | -56.6% | -56.9% |
| 3M | -93.2% | +5.8% | -99.0% | -93.3% |
| 6M | -95.4% | -1.2% | -94.2% | -95.4% |
| YTD | -99.5% | +1.0% | -100.5% | -99.5% |
| 1Y | -99.6% | +1.1% | -100.8% | -99.6% |
| All | -99.6% | -1.4% | -98.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling