+104.5%
DECK vs TSLQ
-97.6%
+202.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -11.1% | +15.4% | +2.9% |
| 7D | +6.4% | +8.5% | -2.1% | +7.9% |
| 30D | +9.1% | -4.8% | +13.9% | +9.1% |
| 3M | -7.2% | -34.9% | +27.7% | -11.0% |
| 6M | -9.9% | -10.6% | +0.7% | -8.1% |
| YTD | -12.8% | -13.4% | +0.6% | -9.9% |
| 1Y | +10.6% | -25.9% | +36.5% | +12.6% |
| 3Y | -13.8% | -96.9% | +83.1% | -29.9% |
| All | +104.5% | -97.6% | +202.1% | +80.5% |
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