+69.1%
TMUS vs DFNS
-100.0%
+169.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.1% |
| 7D | +5.3% | -42.8% | +48.2% | +5.1% |
| 30D | +13.5% | -67.6% | +81.1% | +13.1% |
| 3M | -4.2% | -94.9% | +90.6% | -5.2% |
| 6M | -11.9% | -96.7% | +84.8% | -11.8% |
| YTD | -15.6% | -99.6% | +84.0% | -16.2% |
| 1Y | -16.8% | -99.7% | +83.0% | -17.5% |
| 3Y | +20.8% | -100.0% | +120.8% | +25.5% |
| 5Y | +48.0% | -100.0% | +148.0% | +50.3% |
| All | +69.1% | -100.0% | +169.1% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling