-98.3%
DFNS vs TMF
-15.2%
-83.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -16.0% | -1.4% | -14.6% | -15.7% |
| 30D | -77.7% | -2.8% | -74.9% | -77.5% |
| 3M | -77.2% | -10.9% | -66.3% | -77.2% |
| 6M | -95.2% | -21.3% | -73.9% | -95.6% |
| YTD | -98.0% | -15.9% | -82.1% | -98.0% |
| 1Y | -98.3% | -15.7% | -82.5% | -98.3% |
| All | -98.3% | -15.2% | -83.0% | -98.3% |
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