-99.9%
DFNS vs TMF
-42.2%
-57.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -16.0% | -1.4% | -14.6% | -16.2% |
| 30D | -77.7% | -2.8% | -74.9% | -77.7% |
| 3M | -77.2% | -10.9% | -66.3% | -77.8% |
| 6M | -95.2% | -21.3% | -73.9% | -95.5% |
| YTD | -98.0% | -15.9% | -82.1% | -98.1% |
| 1Y | -98.3% | -15.7% | -82.5% | -98.3% |
| All | -99.9% | -42.2% | -57.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling