-99.9%
DFNS vs TTMI
+844.2%
-944.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.4% |
| 7D | +0.8% | +12.2% | -11.4% | +2.3% |
| 30D | -73.2% | -5.7% | -67.5% | -73.7% |
| 3M | -72.4% | -27.5% | -45.0% | -73.2% |
| 6M | -95.2% | +47.1% | -142.4% | -94.9% |
| YTD | -98.0% | +87.5% | -185.4% | -97.7% |
| 1Y | -98.3% | +175.2% | -273.5% | -97.8% |
| 3Y | -99.9% | +901.9% | -1,001.8% | -99.8% |
| All | -99.9% | +844.2% | -944.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling