+8.6%
DECK vs TDY
+20.7%
-12.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.5% |
| 7D | +5.8% | -6.0% | +11.8% | +7.5% |
| 30D | +7.9% | +2.4% | +5.5% | +6.3% |
| 3M | -11.4% | -10.0% | -1.4% | -8.9% |
| 6M | -16.6% | -4.0% | -12.6% | -16.4% |
| YTD | -16.4% | +21.1% | -37.5% | -25.9% |
| 1Y | +8.6% | +22.1% | -13.4% | -4.5% |
| All | +8.6% | +20.7% | -12.0% | -4.5% |
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