-99.9%
DFNS vs TRI
-10.1%
-89.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -3.9% |
| 7D | +4.6% | -8.4% | +13.0% | +8.4% |
| 30D | -73.9% | -6.5% | -67.4% | -73.6% |
| 3M | -71.7% | +18.6% | -90.3% | -72.4% |
| 6M | -94.6% | -10.4% | -84.1% | -94.9% |
| YTD | -98.1% | -23.7% | -74.4% | -98.4% |
| 1Y | -98.3% | -42.5% | -55.8% | -98.7% |
| 3Y | -99.9% | -19.3% | -80.6% | -99.9% |
| 5Y | -99.9% | -9.7% | -90.2% | -99.9% |
| All | -99.9% | -10.1% | -89.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling