-95.2%
DFNS vs TW
-15.0%
-80.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.7% |
| 7D | -16.0% | -2.3% | -13.7% | -16.4% |
| 30D | -77.7% | +3.9% | -81.6% | -77.7% |
| 3M | -77.2% | +5.7% | -82.9% | -77.0% |
| 6M | -95.2% | -14.5% | -80.7% | -95.0% |
| All | -95.2% | -15.0% | -80.2% | -95.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling