-100.0%
DFNS vs TMF
-91.8%
-8.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -42.8% | +0.6% | -43.4% | -42.8% |
| 30D | -67.6% | +16.3% | -83.9% | -67.3% |
| 3M | -94.9% | -2.7% | -92.2% | -94.9% |
| 6M | -96.7% | -13.2% | -83.6% | -96.8% |
| YTD | -99.6% | -16.7% | -82.9% | -99.6% |
| 1Y | -99.7% | -22.7% | -77.0% | -99.7% |
| 3Y | -100.0% | -26.1% | -73.9% | -100.0% |
| 5Y | -100.0% | -88.4% | -11.5% | -100.0% |
| All | -100.0% | -91.8% | -8.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling