+113.5%
TDG vs DECK
+23.3%
+90.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | +4.4% | +5.8% | -1.4% | +3.0% |
| 30D | +9.2% | +7.9% | +1.3% | +7.3% |
| 3M | -5.2% | -11.4% | +6.2% | -2.7% |
| 6M | -2.9% | -16.6% | +13.6% | +0.6% |
| YTD | -10.0% | -16.4% | +6.4% | -7.4% |
| 1Y | -5.9% | +8.6% | -14.5% | -8.9% |
| 3Y | +57.6% | -15.1% | +72.7% | +44.8% |
| All | +113.5% | +23.3% | +90.2% | +61.6% |
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 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