+173.6%
TXN vs DFNS
-100.0%
+273.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -2.8% |
| 7D | +9.5% | -6.0% | +15.4% | +9.5% |
| 30D | +8.7% | -71.2% | +79.9% | +8.6% |
| 3M | +11.6% | -94.5% | +106.1% | +11.3% |
| 6M | +0.1% | -96.5% | +96.6% | 0.0% |
| YTD | +78.8% | -99.6% | +178.4% | +78.4% |
| 1Y | +91.2% | -99.7% | +190.9% | +90.8% |
| 3Y | +125.8% | -100.0% | +225.8% | +120.7% |
| 5Y | +83.8% | -100.0% | +183.8% | +86.7% |
| All | +173.6% | -100.0% | +273.6% | +183.0% |
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