+24.3%
DECK vs TSN
-13.5%
+37.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +6.0% | +6.9% | -0.8% | +4.9% |
| 30D | +7.4% | +15.7% | -8.2% | +4.9% |
| 3M | -11.7% | +4.3% | -15.9% | -12.3% |
| 6M | -11.0% | -10.6% | -0.4% | -9.5% |
| YTD | -15.4% | +5.2% | -20.6% | -16.4% |
| 1Y | +7.2% | +18.7% | -11.4% | +3.6% |
| 3Y | -11.8% | +41.8% | -53.6% | -20.0% |
| 5Y | +24.3% | -13.6% | +37.9% | +41.0% |
| All | +24.3% | -13.5% | +37.8% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling