-1.8%
DECK vs THC
+238.5%
-240.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | -13.6% | +1.3% | -14.9% | -13.8% |
| 3M | -21.2% | +64.2% | -85.5% | -28.6% |
| 6M | -21.1% | +8.3% | -29.4% | -22.5% |
| YTD | -17.2% | +33.4% | -50.6% | -22.3% |
| 1Y | -30.7% | +37.7% | -68.4% | -35.8% |
| All | -1.8% | +238.5% | -240.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling