-99.6%
DFNS vs TPG
+0.9%
-100.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.7% | -22.0% | -21.3% |
| 7D | -27.7% | +12.5% | -40.2% | -35.9% |
| 30D | -58.0% | +12.7% | -70.7% | -62.7% |
| 3M | -94.0% | +3.5% | -97.5% | -94.3% |
| 6M | -94.6% | +14.1% | -108.7% | -95.6% |
| YTD | -99.4% | -18.5% | -81.0% | -99.4% |
| 1Y | -99.6% | -1.8% | -97.9% | -99.6% |
| All | -99.6% | +0.9% | -100.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling