-99.9%
DFNS vs TT
+359.9%
-459.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +1.0% |
| 7D | -16.0% | -0.2% | -15.8% | -16.3% |
| 30D | -77.7% | -7.4% | -70.3% | -78.9% |
| 3M | -77.2% | -3.2% | -74.0% | -76.0% |
| 6M | -95.2% | +1.1% | -96.3% | -94.7% |
| YTD | -98.0% | +15.6% | -113.6% | -97.6% |
| 1Y | -98.3% | +9.2% | -107.4% | -98.1% |
| 3Y | -99.9% | +124.4% | -224.3% | -99.9% |
| 5Y | -99.9% | +138.0% | -237.9% | -99.8% |
| All | -99.9% | +359.9% | -459.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling