+10.4%
DECK vs TLN
+581.9%
-571.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +6.0% | -9.4% | +15.4% | +7.5% |
| 30D | +7.4% | -15.2% | +22.7% | +10.0% |
| 3M | -11.7% | -4.1% | -7.5% | -12.0% |
| 6M | -11.0% | -17.8% | +6.9% | -9.5% |
| YTD | -15.4% | -15.6% | +0.3% | -15.3% |
| 1Y | +7.2% | -21.6% | +28.9% | +8.6% |
| 3Y | -11.8% | +497.6% | -509.4% | -49.0% |
| All | +10.4% | +581.9% | -571.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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