-99.9%
DFNS vs TLN
+583.6%
-683.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +1.1% |
| 7D | -16.0% | +7.1% | -23.1% | -15.2% |
| 30D | -77.7% | -3.9% | -73.8% | -77.9% |
| 3M | -77.2% | -16.2% | -61.0% | -77.6% |
| 6M | -95.2% | -5.8% | -89.4% | -95.2% |
| YTD | -98.0% | -15.4% | -82.5% | -98.0% |
| 1Y | -98.3% | -16.7% | -81.6% | -98.3% |
| 3Y | -99.9% | +473.8% | -573.6% | -99.9% |
| All | -99.9% | +583.6% | -683.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling