-12.8%
DECK vs TSLQ
-96.7%
+83.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.4% | -0.5% | +6.7% |
| 7D | +10.4% | +9.8% | +0.5% | +11.6% |
| 30D | +11.1% | -6.0% | +17.1% | +10.5% |
| 3M | -10.8% | -35.0% | +24.2% | -14.6% |
| 6M | -8.7% | -24.9% | +16.2% | -9.3% |
| YTD | -14.0% | -12.7% | -1.4% | -11.6% |
| 1Y | +12.0% | -21.0% | +33.0% | +14.5% |
| All | -12.8% | -96.7% | +83.9% | -26.5% |
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 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