-99.9%
DFNS vs TRI
+70.6%
-170.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +2.5% |
| 7D | -16.0% | -0.5% | -15.5% | -15.8% |
| 30D | -77.7% | +7.9% | -85.6% | -78.7% |
| 3M | -77.2% | +24.1% | -101.2% | -78.3% |
| 6M | -95.2% | +3.8% | -99.0% | -95.5% |
| YTD | -98.0% | -16.9% | -81.1% | -98.3% |
| 1Y | -98.3% | -38.4% | -59.9% | -98.7% |
| 3Y | -99.9% | -12.2% | -87.7% | -99.9% |
| 5Y | -99.9% | -1.8% | -98.1% | -99.9% |
| All | -99.9% | +70.6% | -170.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling