+4.5%
DECK vs TXG
+254.8%
-250.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | +0.1% | -1.8% | +2.0% | +0.2% |
| 30D | +4.8% | -20.4% | +25.2% | +5.6% |
| 3M | -6.9% | +0.1% | -7.0% | -8.5% |
| 6M | -7.6% | +176.2% | -183.7% | -17.8% |
| YTD | -16.3% | +256.8% | -273.0% | -24.9% |
| 1Y | +4.5% | +255.9% | -251.4% | -6.2% |
| All | +4.5% | +254.8% | -250.3% | -6.2% |
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 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