-99.9%
DFNS vs TXG
-30.5%
-69.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | -3.3% | +5.0% | -8.3% | -3.1% |
| 30D | -73.1% | +13.5% | -86.6% | -72.9% |
| 3M | -71.4% | +128.0% | -199.4% | -69.7% |
| 6M | -93.8% | +224.4% | -318.3% | -93.3% |
| YTD | -98.0% | +307.0% | -405.0% | -97.8% |
| 1Y | -98.2% | +427.2% | -525.4% | -97.9% |
| 3Y | -99.9% | +40.2% | -140.0% | -99.9% |
| 5Y | -99.9% | -64.0% | -35.8% | -99.8% |
| All | -99.9% | -30.5% | -69.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling