-15.1%
DECK vs TSLQ
-96.3%
+81.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -2.2% |
| 7D | +5.8% | +19.7% | -13.9% | +8.3% |
| 30D | +7.9% | +4.1% | +3.8% | +8.9% |
| 3M | -11.4% | -30.9% | +19.5% | -14.3% |
| 6M | -16.6% | -13.6% | -2.9% | -15.5% |
| YTD | -16.4% | -2.6% | -13.8% | -12.6% |
| 1Y | +8.6% | -10.4% | +19.1% | +12.9% |
| 3Y | -15.1% | -96.4% | +81.3% | -27.4% |
| All | -15.1% | -96.3% | +81.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling