+606.8%
TSM vs DFNS
-99.9%
+706.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.4% |
| 7D | +6.0% | +0.8% | +5.2% | +6.0% |
| 30D | +4.5% | -73.2% | +77.7% | +4.5% |
| 3M | +3.1% | -72.4% | +75.5% | +3.1% |
| 6M | +30.2% | -95.2% | +125.4% | +30.2% |
| YTD | +45.2% | -98.0% | +143.2% | +45.1% |
| 1Y | +79.6% | -98.3% | +177.8% | +79.5% |
| 3Y | +411.0% | -99.9% | +510.9% | +402.4% |
| 5Y | +290.7% | -99.9% | +390.6% | +310.8% |
| All | +606.8% | -99.9% | +706.7% | +638.3% |
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 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