+6,920.8%
DECK vs TXT
+742.9%
+6,177.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -2.2% | -4.8% | +2.6% | -0.5% |
| 30D | -13.6% | -10.6% | -3.0% | -10.1% |
| 3M | -21.2% | -13.2% | -8.1% | -17.6% |
| 6M | -21.1% | -20.3% | -0.7% | -14.9% |
| YTD | -17.2% | -9.3% | -8.0% | -14.9% |
| 1Y | -30.7% | -2.7% | -28.1% | -30.7% |
| 3Y | -3.4% | +1.4% | -4.7% | -5.1% |
| 5Y | +25.5% | +9.6% | +16.0% | +19.9% |
| 10Y | +714.7% | +94.9% | +619.8% | +501.7% |
| All | +6,920.8% | +742.9% | +6,177.9% | +3,736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling