+43.4%
TDG vs DECK
-17.3%
+60.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +9.7% | +4.8% | +4.9% | +8.9% |
| 3M | -2.3% | -6.9% | +4.6% | -1.4% |
| 6M | +1.3% | -7.6% | +8.9% | +2.3% |
| YTD | -8.5% | -16.3% | +7.8% | -6.7% |
| 1Y | -8.1% | +4.5% | -12.6% | -9.0% |
| 3Y | +43.4% | -17.1% | +60.5% | +35.7% |
| All | +43.4% | -17.3% | +60.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling