-12.8%
DECK vs TXG
+70.4%
-83.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.4% | +2.6% | +5.5% |
| 7D | +10.4% | -19.3% | +29.6% | +13.6% |
| 30D | +11.1% | -30.9% | +42.0% | +16.5% |
| 3M | -10.8% | +41.1% | -51.9% | -18.0% |
| 6M | -8.7% | +211.9% | -220.6% | -28.8% |
| YTD | -14.0% | +314.0% | -328.0% | -37.5% |
| 1Y | +12.0% | +405.4% | -393.4% | -23.0% |
| All | -12.8% | +70.4% | -83.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling