+7.2%
DECK vs TXG
+336.9%
-329.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.5% | -1.0% |
| 7D | +6.0% | -28.8% | +34.8% | +7.4% |
| 30D | +7.4% | -28.0% | +35.5% | +8.8% |
| 3M | -11.7% | +22.3% | -34.0% | -14.3% |
| 6M | -11.0% | +163.8% | -174.7% | -19.7% |
| YTD | -15.4% | +256.0% | -271.3% | -23.6% |
| 1Y | +7.2% | +330.4% | -323.1% | -2.4% |
| All | +7.2% | +336.9% | -329.6% | -2.4% |
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