-100.0%
DFNS vs TMF
-88.0%
-12.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.2% |
| 7D | -44.0% | +1.2% | -45.2% | -43.9% |
| 30D | -69.1% | +19.7% | -88.9% | -68.8% |
| 3M | -95.6% | -2.1% | -93.5% | -95.6% |
| 6M | -96.2% | -13.4% | -82.7% | -96.2% |
| YTD | -99.6% | -16.7% | -82.9% | -99.6% |
| 1Y | -99.7% | -23.3% | -76.4% | -99.7% |
| 3Y | -100.0% | -24.8% | -75.2% | -100.0% |
| All | -100.0% | -88.0% | -12.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling