-99.9%
DFNS vs TMF
-91.7%
-8.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | -73.2% | -1.8% | -71.4% | -73.2% |
| 3M | -72.4% | -8.2% | -64.2% | -72.7% |
| 6M | -95.2% | -19.5% | -75.7% | -95.3% |
| YTD | -98.0% | -16.0% | -82.0% | -98.0% |
| 1Y | -98.3% | -22.5% | -75.8% | -98.3% |
| 3Y | -99.9% | -42.3% | -57.6% | -99.9% |
| 5Y | -99.9% | -87.7% | -12.2% | -99.9% |
| All | -99.9% | -91.7% | -8.2% | -99.9% |
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