+781.3%
DECK vs TRI
+221.6%
+559.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -0.8% | -7.2% | +6.3% | +1.5% |
| 30D | +4.9% | +4.4% | +0.5% | +2.8% |
| 3M | -5.8% | +4.5% | -10.3% | -8.2% |
| 6M | -8.6% | +23.7% | -32.3% | -17.3% |
| YTD | -14.7% | -14.4% | -0.4% | -11.5% |
| 1Y | +6.9% | -17.4% | +24.2% | +12.8% |
| 3Y | -16.2% | -11.0% | -5.2% | -18.8% |
| 5Y | +25.3% | +0.7% | +24.6% | +10.9% |
| 10Y | +781.3% | +224.0% | +557.3% | +540.0% |
| All | +781.3% | +221.6% | +559.7% | +540.0% |
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