-99.6%
DFNS vs TMF
-23.9%
-75.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.5% | -20.8% | -19.3% |
| 7D | -27.7% | +4.0% | -31.6% | -29.2% |
| 30D | -58.0% | +19.5% | -77.4% | -61.6% |
| 3M | -94.0% | -3.5% | -90.4% | -93.9% |
| 6M | -94.6% | -10.6% | -84.0% | -94.5% |
| YTD | -99.4% | -17.1% | -82.4% | -99.4% |
| 1Y | -99.6% | -24.3% | -75.4% | -99.7% |
| All | -99.6% | -23.9% | -75.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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