-100.0%
DFNS vs TPR
+1,020.8%
-1,120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -71.2% | +15.1% | -86.3% | -71.8% |
| 3M | -94.5% | +3.5% | -98.1% | -94.6% |
| 6M | -96.5% | +0.4% | -97.0% | -96.5% |
| YTD | -99.6% | +4.6% | -104.2% | -99.6% |
| 1Y | -99.7% | +33.1% | -132.8% | -99.7% |
| 3Y | -100.0% | +396.0% | -496.0% | -100.0% |
| 5Y | -100.0% | +230.3% | -330.3% | -100.0% |
| All | -100.0% | +1,020.8% | -1,120.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling