+6,920.8%
DECK vs TAP
+673.0%
+6,247.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | -2.3% | +0.1% | -1.7% |
| 30D | -13.6% | -2.1% | -11.4% | -13.1% |
| 3M | -21.2% | +6.6% | -27.9% | -22.5% |
| 6M | -21.1% | -11.5% | -9.6% | -18.7% |
| YTD | -17.2% | -10.3% | -7.0% | -15.1% |
| 1Y | -30.7% | -14.4% | -16.4% | -28.3% |
| 3Y | -3.4% | -28.3% | +24.9% | +3.5% |
| 5Y | +25.5% | +1.7% | +23.8% | +21.6% |
| 10Y | +714.7% | -49.2% | +763.9% | +792.2% |
| All | +6,920.8% | +673.0% | +6,247.9% | +3,781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling