-100.0%
DFNS vs TPR
+238.0%
-338.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.7% | +14.4% | +13.0% |
| 7D | -13.0% | +6.4% | -19.4% | -14.0% |
| 30D | -56.9% | +13.8% | -70.6% | -58.0% |
| 3M | -93.2% | -16.6% | -76.6% | -93.0% |
| 6M | -95.4% | +0.7% | -96.1% | -95.4% |
| YTD | -99.5% | +5.3% | -104.8% | -99.5% |
| 1Y | -99.6% | +32.4% | -132.0% | -99.6% |
| 3Y | -100.0% | +406.4% | -506.4% | -100.0% |
| 5Y | -100.0% | +227.9% | -327.9% | -100.0% |
| All | -100.0% | +238.0% | -338.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling