+2,473.4%
DECK vs TMF
-69.3%
+2,542.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.5% | +3.5% | +6.2% |
| 7D | +10.4% | +4.0% | +6.4% | +10.8% |
| 30D | +11.1% | +19.5% | -8.4% | +13.3% |
| 3M | -10.8% | -3.5% | -7.2% | -11.1% |
| 6M | -8.7% | -10.6% | +1.8% | -10.0% |
| YTD | -14.0% | -17.1% | +3.0% | -15.9% |
| 1Y | +12.0% | -24.3% | +36.3% | +8.4% |
| 3Y | -10.5% | -27.2% | +16.8% | -12.4% |
| 5Y | +28.5% | -87.6% | +116.1% | -3.2% |
| 10Y | +923.3% | -84.8% | +1,008.1% | +786.1% |
| All | +2,473.4% | -69.3% | +2,542.7% | +3,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling