-99.9%
DFNS vs TPG
+78.9%
-178.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.6% | +1.5% |
| 7D | -3.3% | -11.8% | +8.5% | -3.6% |
| 30D | -73.1% | -6.3% | -66.8% | -73.1% |
| 3M | -71.4% | +13.6% | -84.9% | -70.9% |
| 6M | -93.8% | +13.8% | -107.7% | -93.8% |
| YTD | -98.0% | -23.7% | -74.3% | -98.3% |
| 1Y | -98.2% | -18.2% | -80.0% | -98.3% |
| All | -99.9% | +78.9% | -178.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling