+257.4%
DECK vs TXG
+16.5%
+240.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | +6.8% | -3.7% | +10.4% | +7.3% |
| 30D | +8.3% | -22.0% | +30.3% | +12.4% |
| 3M | -7.9% | +7.4% | -15.2% | -11.6% |
| 6M | -10.6% | +191.2% | -201.8% | -32.0% |
| YTD | -13.4% | +285.7% | -299.0% | -39.1% |
| 1Y | +12.5% | +268.3% | -255.8% | -20.7% |
| 3Y | -14.9% | +77.3% | -92.1% | -35.9% |
| 5Y | +27.5% | -62.3% | +89.8% | +23.1% |
| All | +257.4% | +16.5% | +240.9% | +167.1% |
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