-98.3%
DFNS vs TLN
-16.8%
-81.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.3% |
| 7D | +0.8% | +10.9% | -10.1% | -1.3% |
| 30D | -73.2% | -6.3% | -66.9% | -72.8% |
| 3M | -72.4% | -10.7% | -61.8% | -71.8% |
| 6M | -95.2% | +1.6% | -96.8% | -95.5% |
| YTD | -98.0% | -13.1% | -84.9% | -98.0% |
| 1Y | -98.3% | -15.1% | -83.2% | -97.9% |
| All | -98.3% | -16.8% | -81.4% | -97.9% |
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