-1.8%
DECK vs TLN
+476.4%
-478.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.9% |
| 7D | -2.2% | +7.1% | -9.3% | -3.4% |
| 30D | -13.6% | -3.9% | -9.7% | -13.2% |
| 3M | -21.2% | -16.2% | -5.1% | -19.5% |
| 6M | -21.1% | -5.8% | -15.3% | -21.5% |
| YTD | -17.2% | -15.4% | -1.8% | -16.5% |
| 1Y | -30.7% | -16.7% | -14.1% | -30.6% |
| All | -1.8% | +476.4% | -478.1% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling