-100.0%
DFNS vs TSN
+20.7%
-120.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.7% |
| 7D | -37.0% | +5.8% | -42.8% | -37.9% |
| 30D | -63.4% | +12.8% | -76.2% | -64.5% |
| 3M | -94.1% | +6.5% | -100.5% | -94.2% |
| 6M | -96.3% | -10.3% | -86.1% | -96.4% |
| YTD | -99.6% | +5.5% | -105.1% | -99.6% |
| 1Y | -99.7% | +15.8% | -115.5% | -99.7% |
| 3Y | -100.0% | +42.5% | -142.5% | -100.0% |
| 5Y | -100.0% | -14.3% | -85.6% | -100.0% |
| All | -100.0% | +20.7% | -120.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling