-98.3%
DFNS vs TPG
-16.9%
-81.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -4.0% |
| 7D | -6.3% | -9.4% | +3.1% | +2.3% |
| 30D | -74.0% | -5.3% | -68.7% | -73.1% |
| 3M | -70.1% | +12.9% | -83.1% | -74.7% |
| 6M | -93.9% | +20.1% | -114.0% | -95.0% |
| YTD | -98.1% | -22.5% | -75.6% | -97.8% |
| 1Y | -98.3% | -19.7% | -78.6% | -98.0% |
| All | -98.3% | -16.9% | -81.4% | -98.0% |
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