-99.9%
DFNS vs TNA
-22.1%
-77.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -5.0% |
| 7D | +4.6% | -3.6% | +8.2% | +4.3% |
| 30D | -73.9% | -10.1% | -63.8% | -74.2% |
| 3M | -71.7% | +2.7% | -74.4% | -71.8% |
| 6M | -94.6% | +38.4% | -133.0% | -94.3% |
| YTD | -98.1% | +45.4% | -143.5% | -98.0% |
| 1Y | -98.3% | +55.9% | -154.3% | -98.2% |
| 3Y | -99.9% | +109.8% | -209.7% | -99.9% |
| 5Y | -99.9% | -22.5% | -77.4% | -99.9% |
| All | -99.9% | -22.1% | -77.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling