-100.0%
DFNS vs TW
+44.1%
-144.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.1% |
| 7D | -6.0% | +3.9% | -9.9% | -4.1% |
| 30D | -71.2% | +19.9% | -91.1% | -68.4% |
| 3M | -94.5% | +25.9% | -120.5% | -93.8% |
| 6M | -96.5% | +21.1% | -117.7% | -96.0% |
| YTD | -99.6% | +23.9% | -123.5% | -99.5% |
| 1Y | -99.7% | +21.2% | -120.9% | -99.6% |
| 3Y | -100.0% | +44.8% | -144.8% | -100.0% |
| All | -100.0% | +44.1% | -144.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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