-99.6%
DFNS vs TXG
+406.9%
-506.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.4% | -21.8% | -19.1% |
| 7D | -27.7% | -19.3% | -8.4% | -24.5% |
| 30D | -58.0% | -30.9% | -27.0% | -55.0% |
| 3M | -94.0% | +41.1% | -135.1% | -94.6% |
| 6M | -94.6% | +211.9% | -306.5% | -95.5% |
| YTD | -99.4% | +314.0% | -413.4% | -99.5% |
| 1Y | -99.6% | +405.4% | -505.0% | -99.7% |
| All | -99.6% | +406.9% | -506.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling