+26.1%
DECK vs TW
+23.1%
+2.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.3% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | -13.6% | +3.9% | -17.5% | -14.7% |
| 3M | -21.2% | +5.7% | -27.0% | -23.0% |
| 6M | -21.1% | -14.5% | -6.6% | -17.3% |
| YTD | -17.2% | -0.9% | -16.4% | -18.4% |
| 1Y | -30.7% | -13.5% | -17.2% | -28.0% |
| 3Y | -3.4% | +25.0% | -28.3% | -19.9% |
| All | +26.1% | +23.1% | +2.9% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling