-99.9%
DFNS vs TW
+22.4%
-122.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -1.6% |
| 7D | +0.8% | -3.5% | +4.3% | -0.3% |
| 30D | -73.2% | +0.5% | -73.7% | -73.1% |
| 3M | -72.4% | +4.9% | -77.4% | -71.4% |
| 6M | -95.2% | -17.1% | -78.1% | -95.3% |
| YTD | -98.0% | -3.9% | -94.1% | -97.9% |
| 1Y | -98.3% | -13.3% | -85.0% | -98.2% |
| 3Y | -99.9% | +20.9% | -120.8% | -99.9% |
| 5Y | -99.9% | +20.5% | -120.4% | -99.9% |
| All | -99.9% | +22.4% | -122.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling