+12.0%
DECK vs TDY
+22.9%
-10.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.8% | +10.7% | +7.4% |
| 7D | +10.4% | -5.0% | +15.4% | +12.0% |
| 30D | +11.1% | +2.0% | +9.1% | +9.8% |
| 3M | -10.8% | -7.7% | -3.1% | -8.9% |
| 6M | -8.7% | -0.9% | -7.9% | -9.5% |
| YTD | -14.0% | +23.7% | -37.8% | -24.9% |
| 1Y | +12.0% | +23.6% | -11.6% | -2.0% |
| All | +12.0% | +22.9% | -10.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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