+741.1%
DECK vs TSN
-12.9%
+754.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | -2.2% | -6.3% | +4.1% | -0.4% |
| 30D | -13.6% | -10.8% | -2.8% | -10.6% |
| 3M | -21.2% | -8.8% | -12.5% | -19.2% |
| 6M | -21.1% | -16.8% | -4.3% | -17.0% |
| YTD | -17.2% | -10.0% | -7.2% | -15.3% |
| 1Y | -30.7% | -5.3% | -25.5% | -30.5% |
| 3Y | -3.4% | +8.5% | -11.9% | -9.7% |
| 5Y | +25.5% | -22.9% | +48.5% | +31.3% |
| All | +741.1% | -12.9% | +754.0% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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