+748.8%
DECK vs TDY
+434.3%
+314.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +0.1% | +4.1% | -3.9% | -2.0% |
| 30D | +4.8% | +5.7% | -0.9% | +1.0% |
| 3M | -6.9% | -4.4% | -2.5% | -5.1% |
| 6M | -7.6% | +1.2% | -8.8% | -9.5% |
| YTD | -16.3% | +26.0% | -42.3% | -28.2% |
| 1Y | +4.5% | +27.4% | -22.9% | -11.0% |
| 3Y | -17.1% | +67.5% | -84.6% | -40.3% |
| 5Y | +21.9% | +44.9% | -23.0% | -5.5% |
| All | +748.8% | +434.3% | +314.5% | +264.3% |
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