+61.2%
DECK vs TPG
+80.3%
-19.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.8% | +2.0% | +4.7% | +5.8% |
| 30D | +8.3% | +9.1% | -0.8% | +4.0% |
| 3M | -7.9% | +1.0% | -8.9% | -8.8% |
| 6M | -10.6% | +13.3% | -23.9% | -16.4% |
| YTD | -13.4% | -19.8% | +6.4% | -6.3% |
| 1Y | +12.5% | -6.2% | +18.7% | +12.8% |
| 3Y | -14.9% | +75.4% | -90.2% | -37.8% |
| All | +61.2% | +80.3% | -19.0% | +4.3% |
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