+96.1%
DECK vs TSLQ
-97.3%
+193.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -2.2% |
| 7D | +5.8% | +19.7% | -13.9% | +8.5% |
| 30D | +7.9% | +4.1% | +3.8% | +9.0% |
| 3M | -11.4% | -30.9% | +19.5% | -14.5% |
| 6M | -16.6% | -13.6% | -2.9% | -15.4% |
| YTD | -16.4% | -2.6% | -13.8% | -12.4% |
| 1Y | +8.6% | -10.4% | +19.1% | +13.2% |
| 3Y | -15.1% | -96.4% | +81.3% | -29.4% |
| All | +96.1% | -97.3% | +193.4% | +75.4% |
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