+28.5%
DECK vs TSN
-13.9%
+42.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.4% | +0.6% | +5.1% |
| 7D | +10.4% | +8.4% | +1.9% | +8.9% |
| 30D | +11.1% | +16.1% | -5.0% | +8.4% |
| 3M | -10.8% | +3.2% | -13.9% | -11.3% |
| 6M | -8.7% | -11.1% | +2.4% | -7.2% |
| YTD | -14.0% | +5.1% | -19.1% | -15.1% |
| 1Y | +12.0% | +19.4% | -7.4% | +8.1% |
| 3Y | -10.5% | +41.6% | -52.0% | -18.7% |
| 5Y | +28.5% | -13.2% | +41.7% | +45.6% |
| All | +28.5% | -13.9% | +42.4% | +45.6% |
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