+888.8%
DECK vs TMF
-84.4%
+973.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +6.0% | +2.7% | +3.3% | +6.0% |
| 30D | +7.4% | +19.3% | -11.9% | +7.7% |
| 3M | -11.7% | -3.7% | -8.0% | -11.7% |
| 6M | -11.0% | -11.3% | +0.4% | -11.2% |
| YTD | -15.4% | -16.6% | +1.2% | -15.7% |
| 1Y | +7.2% | -21.1% | +28.4% | +6.7% |
| 3Y | -11.8% | -26.8% | +15.0% | -12.2% |
| 5Y | +24.3% | -88.0% | +112.4% | +8.6% |
| All | +888.8% | -84.4% | +973.2% | +847.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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