+527.4%
TSM vs DFNS
-100.0%
+627.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.5% |
| 7D | -2.5% | -42.8% | +40.3% | -2.5% |
| 30D | -14.3% | -67.6% | +53.3% | -14.2% |
| 3M | -7.2% | -94.9% | +87.6% | -7.2% |
| 6M | -5.1% | -96.7% | +91.6% | -5.1% |
| YTD | +28.9% | -99.6% | +128.5% | +28.9% |
| 1Y | +37.1% | -99.7% | +136.8% | +37.0% |
| 3Y | +341.5% | -100.0% | +441.4% | +334.0% |
| 5Y | +245.7% | -100.0% | +345.7% | +263.2% |
| All | +527.4% | -100.0% | +627.4% | +555.6% |
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