+923.3%
DECK vs TYL
+164.5%
+758.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.7% | +1.3% | +4.0% |
| 7D | +10.4% | +17.3% | -6.9% | +3.2% |
| 30D | +11.1% | +28.9% | -17.8% | -0.4% |
| 3M | -10.8% | +35.1% | -45.8% | -22.1% |
| 6M | -8.7% | +29.3% | -38.1% | -19.6% |
| YTD | -14.0% | -6.8% | -7.3% | -14.0% |
| 1Y | +12.0% | -9.9% | +21.9% | +13.9% |
| 3Y | -10.5% | +1.7% | -12.1% | -16.3% |
| 5Y | +28.5% | -21.6% | +50.1% | +33.5% |
| 10Y | +923.3% | +173.5% | +749.8% | +506.9% |
| All | +923.3% | +164.5% | +758.8% | +506.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling