-1.8%
DECK vs TSN
+8.7%
-10.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | -2.2% | -6.3% | +4.1% | -1.7% |
| 30D | -13.6% | -10.8% | -2.8% | -12.7% |
| 3M | -21.2% | -8.8% | -12.5% | -20.5% |
| 6M | -21.1% | -16.8% | -4.3% | -20.0% |
| YTD | -17.2% | -10.0% | -7.2% | -16.5% |
| 1Y | -30.7% | -5.3% | -25.5% | -30.5% |
| All | -1.8% | +8.7% | -10.5% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling