-99.9%
DFNS vs TPG
+85.9%
-185.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +0.8% | -2.9% | +3.7% | +0.8% |
| 30D | -73.2% | +5.0% | -78.3% | -73.2% |
| 3M | -72.4% | +24.9% | -97.4% | -72.1% |
| 6M | -95.2% | +21.1% | -116.3% | -95.2% |
| YTD | -98.0% | -17.3% | -80.7% | -98.1% |
| 1Y | -98.3% | -9.8% | -88.4% | -98.3% |
| 3Y | -99.9% | +95.4% | -195.3% | -99.9% |
| All | -99.9% | +85.9% | -185.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling