-99.7%
DFNS vs TPR
+31.4%
-131.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.4% | -4.7% |
| 7D | -42.8% | +12.7% | -55.5% | -48.9% |
| 30D | -67.6% | +17.1% | -84.6% | -72.2% |
| 3M | -94.9% | -15.9% | -79.0% | -94.0% |
| 6M | -96.7% | +2.6% | -99.4% | -96.6% |
| YTD | -99.6% | +7.5% | -107.1% | -99.6% |
| All | -99.7% | +31.4% | -131.2% | -99.8% |
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