-12.8%
DECK vs TAP
-18.4%
+5.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +2.9% | +5.0% |
| 7D | +10.4% | +9.9% | +0.4% | +6.9% |
| 30D | +11.1% | +18.1% | -7.0% | +5.1% |
| 3M | -10.8% | +3.2% | -14.0% | -11.9% |
| 6M | -8.7% | +8.4% | -17.2% | -11.1% |
| YTD | -14.0% | -4.4% | -9.6% | -13.9% |
| 1Y | +12.0% | +3.2% | +8.8% | +9.9% |
| All | -12.8% | -18.4% | +5.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling