-30.7%
DECK vs TXG
+372.5%
-403.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | -13.6% | +32.0% | -45.6% | -15.9% |
| 3M | -21.2% | +87.0% | -108.3% | -26.4% |
| 6M | -21.1% | +180.1% | -201.1% | -29.8% |
| YTD | -17.2% | +284.1% | -301.3% | -27.9% |
| 1Y | -30.7% | +361.7% | -392.4% | -43.4% |
| All | -30.7% | +372.5% | -403.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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