-99.9%
DFNS vs TSN
+3.6%
-103.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | +4.6% | -7.3% | +11.9% | +6.4% |
| 30D | -73.9% | -8.6% | -65.2% | -73.3% |
| 3M | -71.7% | -7.5% | -64.2% | -70.0% |
| 6M | -94.6% | -14.1% | -80.4% | -94.3% |
| YTD | -98.1% | -9.4% | -88.6% | -98.0% |
| 1Y | -98.3% | -4.1% | -94.2% | -98.2% |
| 3Y | -99.9% | +10.3% | -110.2% | -99.9% |
| 5Y | -99.9% | -19.7% | -80.1% | -99.9% |
| All | -99.9% | +3.6% | -103.5% | -99.8% |
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