-98.3%
DFNS vs TT
+8.3%
-106.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -1.1% |
| 7D | +0.8% | +1.6% | -0.8% | +2.0% |
| 30D | -73.2% | -7.3% | -65.9% | -75.2% |
| 3M | -72.4% | -2.6% | -69.9% | -70.8% |
| 6M | -95.2% | +5.9% | -101.1% | -95.3% |
| YTD | -98.0% | +15.4% | -113.4% | -98.1% |
| 1Y | -98.3% | +8.2% | -106.5% | -98.3% |
| All | -98.3% | +8.3% | -106.6% | -98.3% |
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