-100.0%
DFNS vs TSN
+19.9%
-119.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -42.8% | +4.9% | -47.7% | -43.6% |
| 30D | -67.6% | +12.1% | -79.6% | -68.5% |
| 3M | -94.9% | +4.1% | -99.0% | -94.9% |
| 6M | -96.7% | -10.9% | -85.9% | -96.8% |
| YTD | -99.6% | +4.8% | -104.4% | -99.6% |
| 1Y | -99.7% | +17.6% | -117.4% | -99.7% |
| 3Y | -100.0% | +43.2% | -143.2% | -100.0% |
| 5Y | -100.0% | -13.9% | -86.1% | -100.0% |
| All | -100.0% | +19.9% | -119.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling