-95.0%
DFNS vs TMF
-3.5%
-91.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.6% | -20.2% | -19.8% |
| 7D | -37.4% | +2.7% | -40.1% | -38.0% |
| 30D | -65.8% | +19.3% | -85.1% | -67.9% |
| 3M | -95.0% | -3.7% | -91.3% | -95.3% |
| All | -95.0% | -3.5% | -91.5% | -95.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling