-12.8%
DECK vs TW
+39.1%
-51.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +5.8% |
| 7D | +10.4% | +6.0% | +4.4% | +9.3% |
| 30D | +11.1% | +18.6% | -7.5% | +7.8% |
| 3M | -10.8% | +26.5% | -37.3% | -14.4% |
| 6M | -8.7% | +13.1% | -21.9% | -10.7% |
| YTD | -14.0% | +18.5% | -32.6% | -17.2% |
| 1Y | +12.0% | +21.7% | -9.7% | +7.0% |
| All | -12.8% | +39.1% | -51.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling