+59.6%
TXN vs DFNS
-99.9%
+159.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.4% | +3.8% |
| 7D | +4.0% | -6.3% | +10.3% | +4.0% |
| 30D | -2.9% | -74.0% | +71.1% | -3.0% |
| 3M | -9.1% | -70.1% | +61.1% | -9.1% |
| 6M | +36.6% | -93.9% | +130.5% | +36.6% |
| YTD | +57.5% | -98.1% | +155.6% | +57.3% |
| 1Y | +49.5% | -98.3% | +147.8% | +49.4% |
| 3Y | +76.5% | -99.9% | +176.4% | +73.6% |
| All | +59.6% | -99.9% | +159.5% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling