+26.1%
DECK vs TDY
+37.2%
-11.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -2.2% | -1.8% | -0.4% | -1.2% |
| 30D | -13.6% | -10.7% | -2.9% | -8.0% |
| 3M | -21.2% | -1.3% | -20.0% | -21.3% |
| 6M | -21.1% | -10.6% | -10.5% | -16.6% |
| YTD | -17.2% | +19.6% | -36.8% | -27.2% |
| 1Y | -30.7% | +11.6% | -42.4% | -36.6% |
| 3Y | -3.4% | +45.2% | -48.6% | -24.6% |
| All | +26.1% | +37.2% | -11.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling