+10.6%
TMO vs DFNS
-99.9%
+110.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | -0.6% | -6.3% | +5.7% | -0.6% |
| 30D | +1.1% | -74.0% | +75.1% | +1.1% |
| 3M | +28.3% | -70.1% | +98.5% | +28.7% |
| 6M | +23.3% | -93.9% | +117.2% | +23.5% |
| YTD | +5.5% | -98.1% | +103.5% | +5.5% |
| 1Y | +24.5% | -98.3% | +122.8% | +24.7% |
| 3Y | +19.6% | -99.9% | +119.5% | +18.1% |
| All | +10.6% | -99.9% | +110.5% | +13.5% |
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