+551.3%
DECK vs TRGP
+2,093.5%
-1,542.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.5% |
| 7D | +6.0% | -12.6% | +18.6% | +9.1% |
| 30D | +7.4% | -4.5% | +11.9% | +8.1% |
| 3M | -11.7% | +4.9% | -16.6% | -13.3% |
| 6M | -11.0% | +5.6% | -16.5% | -13.2% |
| YTD | -15.4% | +50.1% | -65.5% | -24.5% |
| 1Y | +7.2% | +70.2% | -63.0% | -7.3% |
| 3Y | -11.8% | +228.5% | -240.3% | -35.2% |
| 5Y | +24.3% | +434.1% | -409.8% | -19.4% |
| 10Y | +907.5% | +793.6% | +114.0% | +367.9% |
| All | +551.3% | +2,093.5% | -1,542.3% | +92.4% |
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