-98.2%
DFNS vs TRI
-42.8%
-55.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +2.9% |
| 7D | -3.3% | -14.4% | +11.0% | +12.5% |
| 30D | -73.1% | -8.1% | -65.0% | -72.2% |
| 3M | -71.4% | +17.5% | -88.9% | -75.1% |
| 6M | -93.8% | -5.0% | -88.9% | -94.2% |
| YTD | -98.0% | -24.7% | -73.3% | -98.2% |
| 1Y | -98.2% | -41.5% | -56.7% | -98.5% |
| All | -98.2% | -42.8% | -55.4% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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