+62.4%
DECK vs TPG
+79.2%
-16.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.3% | +1.9% |
| 7D | +6.4% | +1.9% | +4.5% | +5.5% |
| 30D | +9.1% | +8.4% | +0.7% | +5.0% |
| 3M | -7.2% | +1.3% | -8.5% | -8.2% |
| 6M | -9.9% | +12.7% | -22.6% | -15.5% |
| YTD | -12.8% | -20.2% | +7.5% | -5.4% |
| 1Y | +10.6% | -6.9% | +17.5% | +11.3% |
| 3Y | -13.8% | +78.0% | -91.8% | -37.5% |
| All | +62.4% | +79.2% | -16.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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