-100.0%
DFNS vs TT
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.4% | -14.6% | -10.8% |
| 7D | -44.0% | -2.0% | -42.0% | -45.0% |
| 30D | -69.1% | -14.0% | -55.1% | -72.1% |
| 3M | -95.6% | -15.9% | -79.8% | -96.1% |
| 6M | -96.2% | -17.3% | -78.9% | -96.3% |
| YTD | -99.6% | +4.0% | -103.6% | -99.6% |
| 1Y | -99.7% | -7.1% | -92.6% | -99.7% |
| 3Y | -100.0% | +90.2% | -190.2% | -100.0% |
| 5Y | -100.0% | +131.1% | -231.1% | -100.0% |
| All | -100.0% | +312.5% | -412.5% | -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