+341.5%
DECK vs TENB
+32.9%
+308.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | +0.2% |
| 7D | +6.0% | -14.7% | +20.7% | +10.4% |
| 30D | +7.4% | +11.9% | -4.4% | +3.5% |
| 3M | -11.7% | +22.7% | -34.3% | -18.3% |
| 6M | -11.0% | +110.1% | -121.0% | -31.4% |
| YTD | -15.4% | +87.7% | -103.0% | -33.7% |
| 1Y | +7.2% | +59.7% | -52.4% | -11.7% |
| 3Y | -11.8% | +19.0% | -30.9% | -21.3% |
| 5Y | +24.3% | -20.7% | +45.1% | +18.5% |
| All | +341.5% | +32.9% | +308.7% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling