-99.6%
DFNS vs TSN
+19.9%
-119.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.4% | -23.7% | -29.8% |
| 7D | -27.7% | +8.4% | -36.1% | -42.2% |
| 30D | -58.0% | +16.1% | -74.1% | -71.9% |
| 3M | -94.0% | +3.2% | -97.1% | -94.7% |
| 6M | -94.6% | -11.1% | -83.5% | -93.6% |
| YTD | -99.4% | +5.1% | -104.5% | -99.4% |
| 1Y | -99.6% | +19.4% | -119.1% | -99.7% |
| All | -99.6% | +19.9% | -119.6% | -99.7% |
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