-1.8%
DECK vs TXG
+17.1%
-18.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -2.2% | +1.8% | -4.0% | -2.5% |
| 30D | -13.6% | +32.0% | -45.6% | -18.1% |
| 3M | -21.2% | +87.0% | -108.3% | -30.6% |
| 6M | -21.1% | +180.1% | -201.1% | -36.1% |
| YTD | -17.2% | +284.1% | -301.3% | -37.5% |
| 1Y | -30.7% | +361.7% | -392.4% | -50.7% |
| All | -1.8% | +17.1% | -18.9% | -22.6% |
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 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