+91.1%
DECK vs TSLQ
-97.9%
+189.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.8% | -4.8% |
| 7D | -3.7% | -26.6% | +22.9% | -7.2% |
| 30D | +0.6% | -17.5% | +18.1% | -1.2% |
| 3M | -7.3% | -41.7% | +34.4% | -12.4% |
| 6M | -10.9% | -16.9% | +6.0% | -9.9% |
| YTD | -18.5% | -21.9% | +3.5% | -16.8% |
| 1Y | +0.2% | -32.5% | +32.7% | +0.8% |
| 3Y | -19.8% | -97.2% | +77.3% | -35.4% |
| All | +91.1% | -97.9% | +189.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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