+7,190.8%
DECK vs TXT
+823.9%
+6,366.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.2% | +6.4% |
| 7D | +10.4% | +10.6% | -0.3% | +6.2% |
| 30D | +11.1% | +14.4% | -3.3% | +5.7% |
| 3M | -10.8% | -2.7% | -8.0% | -10.1% |
| 6M | -8.7% | -4.7% | -4.1% | -7.8% |
| YTD | -14.0% | -0.5% | -13.5% | -14.7% |
| 1Y | +12.0% | +8.7% | +3.3% | +7.7% |
| 3Y | -10.5% | +12.1% | -22.6% | -15.2% |
| 5Y | +28.5% | +14.6% | +13.9% | +20.4% |
| 10Y | +923.3% | +124.7% | +798.6% | +617.9% |
| All | +7,190.8% | +823.9% | +6,366.9% | +3,745.2% |
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