-99.9%
DFNS vs TNA
+129.1%
-229.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.5% |
| 7D | -6.3% | -7.3% | +0.9% | -6.9% |
| 30D | -74.0% | -14.2% | -59.8% | -74.3% |
| 3M | -70.1% | -4.6% | -65.6% | -70.5% |
| 6M | -93.9% | +36.9% | -130.8% | -93.7% |
| YTD | -98.1% | +42.5% | -140.6% | -98.0% |
| 1Y | -98.3% | +45.8% | -144.1% | -98.2% |
| 3Y | -99.9% | +104.7% | -204.5% | -99.9% |
| 5Y | -99.9% | -21.7% | -78.2% | -99.9% |
| All | -99.9% | +129.1% | -229.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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