+7.2%
DECK vs TXT
+7.4%
-0.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | +6.0% | -2.5% | +8.6% | +6.9% |
| 30D | +7.4% | +12.8% | -5.4% | +2.7% |
| 3M | -11.7% | -3.6% | -8.0% | -10.7% |
| 6M | -11.0% | -6.9% | -4.0% | -9.8% |
| YTD | -15.4% | -2.2% | -13.2% | -16.3% |
| 1Y | +7.2% | +6.3% | +1.0% | +0.1% |
| All | +7.2% | +7.4% | -0.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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