-99.9%
DFNS vs TPG
+74.1%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.5% |
| 7D | -6.3% | -9.4% | +3.1% | -6.4% |
| 30D | -74.0% | -5.3% | -68.7% | -73.9% |
| 3M | -70.1% | +12.9% | -83.1% | -69.9% |
| 6M | -93.9% | +20.1% | -114.0% | -93.8% |
| YTD | -98.1% | -22.5% | -75.6% | -98.2% |
| 1Y | -98.3% | -19.7% | -78.6% | -98.4% |
| 3Y | -99.9% | +81.2% | -181.1% | -99.9% |
| All | -99.9% | +74.1% | -174.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling