+136.6%
TDG vs DECK
+25.5%
+111.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.0% | -2.2% | +0.2% | -1.5% |
| 30D | -7.4% | -13.6% | +6.2% | -4.5% |
| 3M | -5.4% | -21.2% | +15.9% | -0.6% |
| 6M | -11.6% | -21.1% | +9.4% | -7.5% |
| YTD | -12.6% | -17.2% | +4.6% | -9.9% |
| 1Y | -9.3% | -30.7% | +21.4% | -3.3% |
| 3Y | +49.2% | -3.4% | +52.5% | +31.9% |
| All | +136.6% | +25.5% | +111.1% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling