+2,378.1%
DECK vs TMF
-68.9%
+2,446.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -2.4% |
| 30D | -13.6% | -2.8% | -10.8% | -13.9% |
| 3M | -21.2% | -10.9% | -10.3% | -22.3% |
| 6M | -21.1% | -21.3% | +0.2% | -23.4% |
| YTD | -17.2% | -15.9% | -1.4% | -18.9% |
| 1Y | -30.7% | -15.7% | -15.0% | -32.0% |
| 3Y | -3.4% | -43.4% | +40.0% | -8.5% |
| 5Y | +25.5% | -87.8% | +113.3% | -5.7% |
| 10Y | +714.7% | -86.7% | +801.4% | +582.7% |
| All | +2,378.1% | -68.9% | +2,446.9% | +2,907.8% |
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