-99.6%
DFNS vs TPR
+20.9%
-120.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.5% | -21.9% | -21.3% |
| 7D | -27.7% | +12.6% | -40.3% | -36.0% |
| 30D | -58.0% | +7.1% | -65.1% | -61.2% |
| 3M | -94.0% | -19.4% | -74.6% | -92.9% |
| 6M | -94.6% | -9.7% | -84.9% | -94.1% |
| YTD | -99.4% | -1.0% | -98.4% | -99.4% |
| 1Y | -99.6% | +19.3% | -118.9% | -99.7% |
| All | -99.6% | +20.9% | -120.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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