+19.0%
TMO vs DFNS
-95.4%
+114.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +0.4% |
| 7D | -0.5% | +4.6% | -5.1% | -0.5% |
| 30D | +1.0% | -73.9% | +74.9% | +1.0% |
| 3M | +22.7% | -71.7% | +94.4% | +38.9% |
| 6M | +19.0% | -94.6% | +113.6% | +48.9% |
| All | +19.0% | -95.4% | +114.4% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling