-100.0%
DFNS vs TT
+94.2%
-194.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.2% | -19.2% | -19.6% |
| 7D | -12.7% | +8.1% | -20.7% | -3.1% |
| 30D | -65.2% | -11.3% | -53.9% | -71.3% |
| 3M | -94.6% | -11.2% | -83.4% | -95.6% |
| 6M | -96.2% | -8.9% | -87.3% | -96.3% |
| YTD | -99.6% | +9.7% | -109.3% | -99.5% |
| 1Y | -99.7% | +1.3% | -100.9% | -99.7% |
| All | -100.0% | +94.2% | -194.2% | -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 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