-99.7%
DFNS vs TMF
-30.5%
-69.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.8% |
| 7D | -6.0% | -9.3% | +3.3% | -1.2% |
| 30D | -71.2% | +1.9% | -73.1% | -72.0% |
| 3M | -94.5% | -11.2% | -83.3% | -94.2% |
| 6M | -96.5% | -17.7% | -78.8% | -96.2% |
| YTD | -99.6% | -24.5% | -75.2% | -99.6% |
| 1Y | -99.7% | -29.4% | -70.3% | -99.6% |
| All | -99.7% | -30.5% | -69.2% | -99.6% |
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