-99.9%
DFNS vs TT
+125.0%
-224.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +1.7% |
| 7D | -16.0% | 0.0% | -16.0% | -16.4% |
| 30D | -77.7% | -7.2% | -70.5% | -80.0% |
| 3M | -77.2% | -3.0% | -74.2% | -74.9% |
| 6M | -95.2% | +1.4% | -96.5% | -94.3% |
| YTD | -98.0% | +15.9% | -113.9% | -97.2% |
| 1Y | -98.3% | +9.4% | -107.7% | -97.9% |
| All | -99.9% | +125.0% | -224.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling