+245.2%
DECK vs TXG
+9.8%
+235.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +5.8% | -15.4% | +21.2% | +8.7% |
| 30D | +7.9% | -22.1% | +30.0% | +11.9% |
| 3M | -11.4% | +30.0% | -41.4% | -18.7% |
| 6M | -16.6% | +160.7% | -177.2% | -35.1% |
| YTD | -16.4% | +263.5% | -279.8% | -40.5% |
| 1Y | +8.6% | +356.0% | -347.4% | -27.5% |
| 3Y | -15.1% | +53.4% | -68.5% | -34.1% |
| 5Y | +22.9% | -66.7% | +89.6% | +21.5% |
| All | +245.2% | +9.8% | +235.4% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling