+79.6%
TSM vs DFNS
-98.3%
+177.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.5% |
| 3M | +3.1% | -72.4% | +75.5% | +8.5% |
| 6M | +30.2% | -95.2% | +125.4% | +50.5% |
| YTD | +45.2% | -98.0% | +143.2% | +77.3% |
| 1Y | +79.6% | -98.3% | +177.8% | +133.4% |
| All | +79.6% | -98.3% | +177.8% | +133.4% |
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 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