+131.8%
TXN vs DFNS
-99.9%
+231.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -0.1% | -16.0% | +15.9% | -0.1% |
| 30D | -6.9% | -77.7% | +70.8% | -7.1% |
| 3M | -14.9% | -77.2% | +62.2% | -14.9% |
| 6M | +29.0% | -95.2% | +124.2% | +28.9% |
| YTD | +51.5% | -98.0% | +149.4% | +51.3% |
| 1Y | +41.6% | -98.3% | +139.8% | +41.5% |
| 3Y | +65.8% | -99.9% | +165.7% | +62.5% |
| 5Y | +56.8% | -99.9% | +156.7% | +59.8% |
| All | +131.8% | -99.9% | +231.6% | +140.0% |
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 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