+48,494.3%
DECK vs TDY
+6,913.0%
+41,581.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.8% | +0.4% |
| 7D | +6.0% | -12.7% | +18.7% | +10.3% |
| 30D | +7.4% | -4.9% | +12.3% | +8.9% |
| 3M | -11.7% | -13.5% | +1.8% | -7.9% |
| 6M | -11.0% | -6.4% | -4.6% | -9.7% |
| YTD | -15.4% | +15.9% | -31.2% | -19.7% |
| 1Y | +7.2% | +15.4% | -8.2% | +1.8% |
| 3Y | -11.8% | +55.9% | -67.8% | -23.7% |
| 5Y | +24.3% | +32.6% | -8.2% | +12.9% |
| 10Y | +907.5% | +475.4% | +432.2% | +518.7% |
| All | +48,494.3% | +6,913.0% | +41,581.4% | +25,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling