-26.5%
TMUS vs DFNS
-98.3%
+71.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | +0.1% | -16.0% | +16.1% | 0.0% |
| 30D | +5.3% | -77.7% | +82.9% | +4.6% |
| 3M | +3.1% | -77.2% | +80.3% | +1.2% |
| 6M | -16.5% | -95.2% | +78.7% | -20.6% |
| YTD | -9.2% | -98.0% | +88.8% | -15.3% |
| 1Y | -26.5% | -98.3% | +71.8% | -30.9% |
| All | -26.5% | -98.3% | +71.8% | -30.9% |
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 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