-98.3%
DFNS vs TSN
-3.8%
-94.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -2.3% |
| 7D | +4.6% | -7.3% | +11.9% | +20.4% |
| 30D | -73.9% | -8.6% | -65.2% | -68.8% |
| 3M | -71.7% | -7.5% | -64.2% | -53.6% |
| 6M | -94.6% | -14.1% | -80.4% | -91.3% |
| YTD | -98.1% | -9.4% | -88.6% | -97.0% |
| 1Y | -98.3% | -4.1% | -94.2% | -97.6% |
| All | -98.3% | -3.8% | -94.5% | -97.6% |
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