-35.1%
TLT vs DFNS
-100.0%
+64.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +0.3% | -42.8% | +43.1% | +0.3% |
| 30D | +5.1% | -67.6% | +72.7% | +5.1% |
| 3M | -0.2% | -94.9% | +94.7% | -0.3% |
| 6M | -2.9% | -96.7% | +93.8% | -3.0% |
| YTD | -2.7% | -99.6% | +96.9% | -2.8% |
| 1Y | -4.6% | -99.7% | +95.1% | -4.7% |
| 3Y | +6.1% | -100.0% | +106.1% | +4.4% |
| 5Y | -35.1% | -100.0% | +64.8% | -43.4% |
| All | -35.1% | -100.0% | +64.8% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling