-99.7%
DFNS vs TSN
+12.4%
-112.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -3.9% |
| 7D | -6.0% | -1.4% | -4.5% | -2.4% |
| 30D | -71.2% | +8.5% | -79.7% | -77.4% |
| 3M | -94.5% | +5.3% | -99.8% | -95.5% |
| 6M | -96.5% | -10.5% | -86.0% | -95.7% |
| YTD | -99.6% | +3.0% | -102.6% | -99.6% |
| 1Y | -99.7% | +12.1% | -111.8% | -99.7% |
| All | -99.7% | +12.4% | -112.1% | -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