-12.8%
DECK vs TLN
+516.6%
-529.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.5% | +14.5% | +7.4% |
| 7D | +10.4% | -6.0% | +16.4% | +11.2% |
| 30D | +11.1% | -1.5% | +12.6% | +10.6% |
| 3M | -10.8% | -3.9% | -6.9% | -11.1% |
| 6M | -8.7% | -15.0% | +6.3% | -7.8% |
| YTD | -14.0% | -12.8% | -1.2% | -14.4% |
| 1Y | +12.0% | -17.3% | +29.4% | +12.3% |
| All | -12.8% | +516.6% | -529.3% | -47.7% |
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 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