-15.1%
DECK vs TDY
+62.6%
-77.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -3.2% |
| 7D | +5.8% | -6.0% | +11.8% | +8.4% |
| 30D | +7.9% | +2.4% | +5.5% | +6.0% |
| 3M | -11.4% | -10.0% | -1.4% | -7.4% |
| 6M | -16.6% | -4.0% | -12.6% | -16.1% |
| YTD | -16.4% | +21.1% | -37.5% | -26.7% |
| 1Y | +8.6% | +22.1% | -13.4% | -5.3% |
| 3Y | -15.1% | +64.0% | -79.1% | -32.3% |
| All | -15.1% | +62.6% | -77.7% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling