-98.3%
DFNS vs TXG
+453.6%
-551.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.9% | -3.4% |
| 7D | -6.3% | +9.5% | -15.8% | -8.7% |
| 30D | -74.0% | +18.8% | -92.7% | -75.0% |
| 3M | -70.1% | +136.1% | -206.3% | -74.4% |
| 6M | -93.9% | +235.2% | -329.2% | -95.0% |
| YTD | -98.1% | +320.5% | -418.6% | -98.6% |
| 1Y | -98.3% | +425.2% | -523.5% | -98.7% |
| All | -98.3% | +453.6% | -551.9% | -98.7% |
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