+249.3%
DECK vs TXG
+7.5%
+241.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.5% | +1.2% |
| 7D | +6.0% | -28.8% | +34.8% | +12.5% |
| 30D | +7.4% | -28.0% | +35.5% | +13.2% |
| 3M | -11.7% | +22.3% | -34.0% | -18.0% |
| 6M | -11.0% | +163.8% | -174.7% | -30.9% |
| YTD | -15.4% | +256.0% | -271.3% | -39.5% |
| 1Y | +7.2% | +330.4% | -323.1% | -27.5% |
| 3Y | -11.8% | +46.2% | -58.0% | -30.8% |
| 5Y | +24.3% | -67.4% | +91.7% | +23.5% |
| All | +249.3% | +7.5% | +241.7% | +165.2% |
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