-99.6%
DFNS vs TT
-6.5%
-93.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.7% | -16.7% | -19.6% |
| 7D | -27.7% | -8.5% | -19.2% | -33.1% |
| 30D | -58.0% | -12.8% | -45.2% | -62.7% |
| 3M | -94.0% | -12.9% | -81.1% | -94.8% |
| 6M | -94.6% | -15.2% | -79.3% | -94.5% |
| YTD | -99.4% | +6.2% | -105.6% | -99.5% |
| 1Y | -99.6% | -4.5% | -95.1% | -99.6% |
| All | -99.6% | -6.5% | -93.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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