+0.2%
DECK vs TXG
+256.0%
-255.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -4.1% |
| 7D | -3.7% | +1.8% | -5.4% | -3.7% |
| 30D | +0.6% | -17.7% | +18.3% | +1.2% |
| 3M | -7.3% | +2.3% | -9.7% | -9.0% |
| 6M | -10.9% | +182.5% | -193.4% | -21.0% |
| YTD | -18.5% | +262.4% | -280.8% | -27.2% |
| 1Y | +0.2% | +254.1% | -253.9% | -10.6% |
| All | +0.2% | +256.0% | -255.9% | -10.6% |
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