-98.3%
DFNS vs TSN
-5.8%
-92.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +2.1% |
| 7D | -16.0% | -6.3% | -9.7% | -6.7% |
| 30D | -77.7% | -10.8% | -66.9% | -71.5% |
| 3M | -77.2% | -8.8% | -68.4% | -62.0% |
| 6M | -95.2% | -16.8% | -78.4% | -92.0% |
| YTD | -98.0% | -10.0% | -88.0% | -96.8% |
| 1Y | -98.3% | -5.3% | -93.0% | -97.4% |
| All | -98.3% | -5.8% | -92.5% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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