-100.0%
DFNS vs TNA
+97.2%
-197.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.6% |
| 7D | -6.0% | +3.7% | -9.7% | -5.8% |
| 30D | -71.2% | +4.4% | -75.6% | -71.1% |
| 3M | -94.5% | -26.7% | -67.9% | -94.7% |
| 6M | -96.5% | -12.8% | -83.7% | -96.6% |
| YTD | -99.6% | +22.7% | -122.3% | -99.6% |
| 1Y | -99.7% | +35.7% | -135.4% | -99.7% |
| 3Y | -100.0% | +134.6% | -234.5% | -100.0% |
| 5Y | -100.0% | -46.0% | -54.0% | -100.0% |
| All | -100.0% | +97.2% | -197.1% | -100.0% |
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