+24.3%
DECK vs TDY
+31.2%
-6.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.8% | +1.9% |
| 7D | +6.0% | -12.7% | +18.7% | +13.8% |
| 30D | +7.4% | -4.9% | +12.3% | +9.8% |
| 3M | -11.7% | -13.5% | +1.8% | -4.9% |
| 6M | -11.0% | -6.4% | -4.6% | -9.1% |
| YTD | -15.4% | +15.9% | -31.2% | -24.7% |
| 1Y | +7.2% | +15.4% | -8.2% | -4.5% |
| 3Y | -11.8% | +55.9% | -67.8% | -35.1% |
| 5Y | +24.3% | +32.6% | -8.2% | -0.2% |
| All | +24.3% | +31.2% | -6.9% | -0.2% |
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