+262.7%
DECK vs TW
+285.7%
-22.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | +6.0% | +7.3% | -1.3% | +3.3% |
| 30D | +7.4% | +18.6% | -11.2% | +0.7% |
| 3M | -11.7% | +24.8% | -36.5% | -18.9% |
| 6M | -11.0% | +16.1% | -27.0% | -16.7% |
| YTD | -15.4% | +19.1% | -34.4% | -22.4% |
| 1Y | +7.2% | +22.8% | -15.5% | -3.1% |
| 3Y | -11.8% | +40.4% | -52.2% | -28.0% |
| 5Y | +24.3% | +37.9% | -13.5% | -0.2% |
| All | +262.7% | +285.7% | -22.9% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling