+99.7%
TXN vs DFNS
-99.6%
+199.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -18.3% | +18.0% | -0.4% |
| 7D | +1.0% | -27.7% | +28.7% | +1.0% |
| 30D | +6.1% | -58.0% | +64.1% | +6.0% |
| 3M | +10.4% | -94.0% | +104.3% | +9.6% |
| 6M | +12.6% | -94.6% | +107.2% | +10.3% |
| YTD | +83.5% | -99.4% | +182.9% | +84.5% |
| 1Y | +99.7% | -99.6% | +199.4% | +104.7% |
| All | +99.7% | -99.6% | +199.4% | +104.7% |
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