+537.0%
DECK vs TRGP
+2,231.3%
-1,694.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | -13.6% | +11.5% | -25.1% | -16.0% |
| 3M | -21.2% | +9.0% | -30.2% | -23.3% |
| 6M | -21.1% | +20.5% | -41.6% | -25.3% |
| YTD | -17.2% | +59.5% | -76.8% | -26.9% |
| 1Y | -30.7% | +77.9% | -108.7% | -40.5% |
| 3Y | -3.4% | +253.6% | -256.9% | -30.0% |
| 5Y | +25.5% | +615.5% | -589.9% | -23.5% |
| 10Y | +714.7% | +897.1% | -182.5% | +270.3% |
| All | +537.0% | +2,231.3% | -1,694.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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