-100.0%
DFNS vs TPR
+407.4%
-507.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.0% | -11.2% | -12.0% |
| 7D | -44.0% | +14.2% | -58.2% | -46.4% |
| 30D | -69.1% | +17.1% | -86.2% | -70.7% |
| 3M | -95.6% | -17.7% | -77.9% | -95.4% |
| 6M | -96.2% | -10.2% | -86.0% | -96.1% |
| YTD | -99.6% | +4.9% | -104.5% | -99.6% |
| 1Y | -99.7% | +36.1% | -135.9% | -99.7% |
| 3Y | -100.0% | +416.5% | -516.4% | -100.0% |
| All | -100.0% | +407.4% | -507.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling