+49.2%
TMO vs DFNS
-99.9%
+149.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.4% |
| 30D | +1.5% | -73.2% | +74.7% | +1.4% |
| 3M | +28.5% | -72.4% | +101.0% | +28.9% |
| 6M | +20.4% | -95.2% | +115.6% | +20.6% |
| YTD | +4.3% | -98.0% | +102.3% | +4.4% |
| 1Y | +24.1% | -98.3% | +122.4% | +24.3% |
| 3Y | +17.5% | -99.9% | +117.4% | +16.3% |
| 5Y | +6.8% | -99.9% | +106.7% | +6.3% |
| All | +49.2% | -99.9% | +149.0% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling