+590.6%
TSM vs DFNS
-99.9%
+690.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +2.7% | -16.0% | +18.7% | +2.7% |
| 30D | +3.6% | -77.7% | +81.3% | +3.6% |
| 3M | -3.4% | -77.2% | +73.8% | -3.3% |
| 6M | +20.6% | -95.2% | +115.8% | +20.6% |
| YTD | +41.9% | -98.0% | +139.8% | +41.8% |
| 1Y | +84.4% | -98.3% | +182.6% | +84.4% |
| 3Y | +380.2% | -99.9% | +480.1% | +372.8% |
| 5Y | +275.3% | -99.9% | +375.2% | +295.3% |
| All | +590.6% | -99.9% | +690.4% | +621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling