+887.0%
DECK vs TRI
+225.4%
+661.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +5.5% |
| 7D | +6.4% | -11.4% | +17.8% | +10.4% |
| 30D | +9.1% | +4.9% | +4.2% | +6.7% |
| 3M | -7.2% | +7.0% | -14.3% | -10.3% |
| 6M | -9.9% | +18.2% | -28.1% | -17.1% |
| YTD | -12.8% | -14.8% | +2.0% | -9.3% |
| 1Y | +10.6% | -18.0% | +28.5% | +17.1% |
| 3Y | -13.8% | -12.0% | -1.9% | -16.1% |
| 5Y | +27.6% | -0.8% | +28.4% | +13.8% |
| 10Y | +887.0% | +220.1% | +666.9% | +667.3% |
| All | +887.0% | +225.4% | +661.6% | +667.3% |
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