+26.1%
DECK vs TMF
-87.5%
+113.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.1% |
| 30D | -13.6% | -2.8% | -10.8% | -13.4% |
| 3M | -21.2% | -10.9% | -10.3% | -20.7% |
| 6M | -21.1% | -21.3% | +0.2% | -20.1% |
| YTD | -17.2% | -15.9% | -1.4% | -16.4% |
| 1Y | -30.7% | -15.7% | -15.0% | -30.1% |
| 3Y | -3.4% | -43.4% | +40.0% | -2.0% |
| All | +26.1% | -87.5% | +113.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling