-76.0%
TE vs DECK
+206.7%
-282.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | -12.6% | +5.8% | -18.3% | -14.1% |
| 30D | -36.7% | +7.9% | -44.6% | -38.1% |
| 3M | -57.5% | -11.4% | -46.1% | -56.2% |
| 6M | -55.2% | -16.6% | -38.7% | -53.5% |
| YTD | -64.7% | -16.4% | -48.3% | -63.9% |
| 1Y | -35.9% | +8.6% | -44.5% | -39.7% |
| 3Y | -31.8% | -15.1% | -16.7% | -32.3% |
| 5Y | -79.4% | +22.9% | -102.3% | -82.7% |
| All | -76.0% | +206.7% | -282.7% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling