+565.8%
TDG vs DECK
+870.0%
-304.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +1.4% | +6.8% | -5.3% | -0.7% |
| 30D | +10.6% | +8.3% | +2.3% | +7.8% |
| 3M | +0.2% | -7.9% | +8.0% | +2.5% |
| 6M | +0.9% | -10.6% | +11.4% | +3.7% |
| YTD | -7.8% | -13.4% | +5.5% | -5.4% |
| 1Y | -4.9% | +12.5% | -17.4% | -10.6% |
| 3Y | +44.5% | -14.9% | +59.3% | +33.2% |
| 5Y | +117.7% | +27.5% | +90.3% | +62.4% |
| 10Y | +565.8% | +839.4% | -273.5% | +187.6% |
| All | +565.8% | +870.0% | -304.2% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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