+348.4%
DECK vs TENB
+42.4%
+306.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.8% |
| 7D | +10.4% | -2.8% | +13.2% | +11.0% |
| 30D | +11.1% | +22.9% | -11.8% | +4.4% |
| 3M | -10.8% | +31.7% | -42.5% | -19.0% |
| 6M | -8.7% | +127.3% | -136.0% | -31.2% |
| YTD | -14.0% | +101.2% | -115.2% | -33.9% |
| 1Y | +12.0% | +68.7% | -56.7% | -9.0% |
| 3Y | -10.5% | +27.6% | -38.1% | -21.5% |
| 5Y | +28.5% | -13.8% | +42.2% | +19.7% |
| All | +348.4% | +42.4% | +306.0% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling