-99.9%
DFNS vs TXG
-63.6%
-36.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -4.5% |
| 7D | +4.6% | +9.1% | -4.5% | +5.1% |
| 30D | -73.9% | +14.9% | -88.8% | -73.7% |
| 3M | -71.7% | +120.0% | -191.7% | -70.0% |
| 6M | -94.6% | +221.8% | -316.4% | -94.0% |
| YTD | -98.1% | +312.6% | -410.6% | -97.8% |
| 1Y | -98.3% | +398.4% | -496.7% | -98.0% |
| 3Y | -99.9% | +42.1% | -142.0% | -99.9% |
| 5Y | -99.9% | -63.5% | -36.4% | -99.8% |
| All | -99.9% | -63.6% | -36.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling