+258.5%
DECK vs TW
+286.2%
-27.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +5.8% | +4.2% | +1.5% | +4.2% |
| 30D | +7.9% | +18.9% | -11.1% | +1.0% |
| 3M | -11.4% | +23.8% | -35.2% | -18.4% |
| 6M | -16.6% | +17.0% | -33.6% | -22.2% |
| YTD | -16.4% | +19.2% | -35.6% | -23.4% |
| 1Y | +8.6% | +20.1% | -11.5% | -0.9% |
| 3Y | -15.1% | +40.5% | -55.6% | -30.7% |
| 5Y | +22.9% | +38.0% | -15.2% | -1.4% |
| All | +258.5% | +286.2% | -27.7% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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