-3.8%
TDG vs DECK
+9.5%
-13.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | +11.2% | +4.9% | +6.3% | +9.8% |
| 3M | +0.2% | -5.8% | +6.1% | +1.1% |
| 6M | +3.9% | -8.6% | +12.4% | +5.2% |
| YTD | -6.4% | -14.7% | +8.4% | -3.9% |
| 1Y | -3.8% | +6.9% | -10.6% | -4.9% |
| All | -3.8% | +9.5% | -13.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling