-17.1%
TMUS vs DFNS
-99.7%
+82.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -10.9% | +1.9% |
| 7D | +8.2% | -13.0% | +21.1% | +8.1% |
| 30D | +13.4% | -56.9% | +70.2% | +13.1% |
| 3M | -3.0% | -93.2% | +90.2% | -3.8% |
| 6M | -8.8% | -95.4% | +86.7% | -11.0% |
| YTD | -13.8% | -99.5% | +85.7% | -18.4% |
| 1Y | -17.1% | -99.6% | +82.6% | -21.9% |
| All | -17.1% | -99.7% | +82.6% | -21.9% |
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