-5.6%
TLT vs DFNS
-99.6%
+94.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -18.3% | +19.1% | +0.8% |
| 7D | +1.0% | -27.7% | +28.6% | +1.0% |
| 30D | +6.0% | -58.0% | +64.0% | +6.1% |
| 3M | -0.9% | -94.0% | +93.1% | -0.7% |
| 6M | -2.3% | -94.6% | +92.3% | -2.4% |
| YTD | -3.3% | -99.4% | +96.1% | -4.9% |
| 1Y | -5.6% | -99.6% | +94.0% | -7.2% |
| All | -5.6% | -99.6% | +94.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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