-21.2%
TMUS vs DFNS
-99.6%
+78.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -18.3% | +21.4% | +3.0% |
| 7D | +7.5% | -27.7% | +35.2% | +7.4% |
| 30D | -3.3% | -58.0% | +54.6% | -3.6% |
| 3M | -9.7% | -94.0% | +84.3% | -10.5% |
| 6M | -17.2% | -94.6% | +77.4% | -19.1% |
| YTD | -20.3% | -99.4% | +79.1% | -24.8% |
| 1Y | -21.2% | -99.6% | +78.4% | -26.3% |
| All | -21.2% | -99.6% | +78.4% | -26.3% |
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