-99.9%
DFNS vs TSN
-20.8%
-79.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | +0.8% | -5.0% | +5.8% | +2.0% |
| 30D | -73.2% | -9.1% | -64.1% | -72.5% |
| 3M | -72.4% | -7.4% | -65.0% | -70.6% |
| 6M | -95.2% | -13.4% | -81.8% | -94.9% |
| YTD | -98.0% | -8.5% | -89.5% | -97.8% |
| 1Y | -98.3% | -3.2% | -95.1% | -98.1% |
| 3Y | -99.9% | +11.5% | -111.4% | -99.9% |
| 5Y | -99.9% | -19.5% | -80.3% | -99.8% |
| All | -99.9% | -20.8% | -79.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling