+124.0%
TDG vs DECK
+20.9%
+103.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +9.7% | +4.8% | +4.9% | +8.5% |
| 3M | -2.3% | -6.9% | +4.6% | -0.9% |
| 6M | +1.3% | -7.6% | +8.9% | +2.7% |
| YTD | -8.5% | -16.3% | +7.8% | -5.9% |
| 1Y | -8.1% | +4.5% | -12.6% | -10.3% |
| 3Y | +43.4% | -17.1% | +60.5% | +32.9% |
| All | +124.0% | +20.9% | +103.2% | +72.7% |
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 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