-100.0%
DFNS vs TSN
+17.8%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -6.0% | -1.4% | -4.5% | -5.6% |
| 30D | -71.2% | +8.5% | -79.7% | -71.8% |
| 3M | -94.5% | +5.3% | -99.8% | -94.6% |
| 6M | -96.5% | -10.5% | -86.0% | -96.6% |
| YTD | -99.6% | +3.0% | -102.6% | -99.6% |
| 1Y | -99.7% | +12.1% | -111.8% | -99.7% |
| 3Y | -100.0% | +43.1% | -143.1% | -100.0% |
| 5Y | -100.0% | -15.1% | -84.9% | -100.0% |
| All | -100.0% | +17.8% | -117.8% | -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