+8.6%
DECK vs TW
+22.3%
-13.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +5.8% | +4.2% | +1.5% | +5.6% |
| 30D | +7.9% | +18.9% | -11.1% | +6.9% |
| 3M | -11.4% | +23.8% | -35.2% | -12.2% |
| 6M | -16.6% | +17.0% | -33.6% | -17.2% |
| YTD | -16.4% | +19.2% | -35.6% | -16.0% |
| 1Y | +8.6% | +20.1% | -11.5% | +9.0% |
| All | +8.6% | +22.3% | -13.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling