+877.2%
DECK vs TRI
+236.7%
+640.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | +0.4% |
| 7D | +5.8% | -4.8% | +10.6% | +7.3% |
| 30D | +7.9% | +13.4% | -5.5% | +2.9% |
| 3M | -11.4% | +13.1% | -24.5% | -15.9% |
| 6M | -16.6% | +24.4% | -41.0% | -24.5% |
| YTD | -16.4% | -11.4% | -4.9% | -14.1% |
| 1Y | +8.6% | -15.6% | +24.2% | +14.2% |
| 3Y | -15.1% | -6.5% | -8.7% | -19.4% |
| 5Y | +22.9% | +5.3% | +17.6% | +7.1% |
| All | +877.2% | +236.7% | +640.5% | +673.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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