+26.1%
DECK vs TD
+124.9%
-98.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -13.6% | +0.4% | -14.0% | -14.0% |
| 3M | -21.2% | +7.6% | -28.9% | -24.7% |
| 6M | -21.1% | +25.0% | -46.1% | -30.2% |
| YTD | -17.2% | +31.0% | -48.2% | -28.7% |
| 1Y | -30.7% | +65.2% | -95.9% | -47.3% |
| 3Y | -3.4% | +122.5% | -125.9% | -38.3% |
| All | +26.1% | +124.9% | -98.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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