+543.7%
TSM vs DFNS
-100.0%
+643.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.7% |
| 7D | +6.2% | -6.0% | +12.2% | +6.2% |
| 30D | -7.3% | -71.2% | +63.9% | -7.2% |
| 3M | -7.1% | -94.5% | +87.4% | -7.1% |
| 6M | +0.2% | -96.5% | +96.8% | +0.3% |
| YTD | +32.2% | -99.6% | +131.9% | +32.2% |
| 1Y | +42.8% | -99.7% | +142.5% | +42.8% |
| 3Y | +330.4% | -100.0% | +430.4% | +323.6% |
| 5Y | +263.9% | -100.0% | +363.9% | +282.2% |
| All | +543.7% | -100.0% | +643.7% | +572.6% |
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