+7.2%
DECK vs TW
+22.3%
-15.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | +6.0% | +7.3% | -1.3% | +5.7% |
| 30D | +7.4% | +18.6% | -11.2% | +6.6% |
| 3M | -11.7% | +24.8% | -36.5% | -12.3% |
| 6M | -11.0% | +16.1% | -27.0% | -11.6% |
| YTD | -15.4% | +19.1% | -34.4% | -15.0% |
| 1Y | +7.2% | +22.8% | -15.5% | +7.0% |
| All | +7.2% | +22.3% | -15.0% | +7.0% |
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