+887.0%
DECK vs TDY
+518.8%
+368.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.1% |
| 7D | +6.4% | -2.5% | +8.9% | +7.4% |
| 30D | +9.1% | +4.8% | +4.3% | +5.6% |
| 3M | -7.2% | -6.9% | -0.3% | -4.0% |
| 6M | -9.9% | +3.5% | -13.5% | -13.0% |
| YTD | -12.8% | +26.0% | -38.7% | -25.3% |
| 1Y | +10.6% | +25.4% | -14.8% | -5.1% |
| 3Y | -13.8% | +70.9% | -84.7% | -38.7% |
| 5Y | +27.6% | +46.6% | -18.9% | -1.8% |
| 10Y | +887.0% | +468.9% | +418.2% | +264.4% |
| All | +887.0% | +518.8% | +368.3% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling