+254.8%
DECK vs TW
+221.1%
+33.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.4% |
| 30D | -13.6% | +3.9% | -17.5% | -14.9% |
| 3M | -21.2% | +5.7% | -27.0% | -23.4% |
| 6M | -21.1% | -14.5% | -6.6% | -17.1% |
| YTD | -17.2% | -0.9% | -16.4% | -18.6% |
| 1Y | -30.7% | -13.5% | -17.2% | -28.1% |
| 3Y | -3.4% | +25.0% | -28.3% | -18.1% |
| 5Y | +25.5% | +22.7% | +2.9% | +4.9% |
| All | +254.8% | +221.1% | +33.7% | +110.7% |
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