+25.8%
TMO vs DFNS
-98.3%
+124.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.4% | -16.0% | +14.6% | -1.3% |
| 30D | +6.2% | -77.7% | +83.9% | +6.7% |
| 3M | +27.5% | -77.2% | +104.6% | +37.3% |
| 6M | +20.0% | -95.2% | +115.1% | +36.2% |
| YTD | +6.1% | -98.0% | +104.1% | +23.7% |
| 1Y | +25.8% | -98.3% | +124.1% | +25.7% |
| All | +25.8% | -98.3% | +124.2% | +25.7% |
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