-100.0%
DFNS vs TT
+336.2%
-436.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.8% | +13.3% |
| 7D | -13.0% | +3.5% | -16.5% | -11.5% |
| 30D | -56.9% | -11.0% | -45.8% | -60.3% |
| 3M | -93.2% | -12.0% | -81.2% | -93.9% |
| 6M | -95.4% | -10.4% | -85.0% | -95.4% |
| YTD | -99.5% | +9.9% | -109.4% | -99.4% |
| 1Y | -99.6% | +1.5% | -101.1% | -99.6% |
| 3Y | -100.0% | +93.7% | -193.7% | -100.0% |
| 5Y | -100.0% | +139.2% | -239.2% | -100.0% |
| All | -100.0% | +336.2% | -436.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling