-30.7%
DECK vs TAP
-14.5%
-16.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | -2.3% | +0.1% | -1.3% |
| 30D | -13.6% | -2.1% | -11.4% | -12.8% |
| 3M | -21.2% | +6.6% | -27.9% | -22.7% |
| 6M | -21.1% | -11.5% | -9.6% | -18.4% |
| YTD | -17.2% | -10.3% | -7.0% | -15.7% |
| 1Y | -30.7% | -14.4% | -16.4% | -30.7% |
| All | -30.7% | -14.5% | -16.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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