-27.8%
TE vs DECK
-3.0%
-24.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +0.9% |
| 7D | -4.0% | -2.2% | -1.7% | -3.3% |
| 30D | -15.9% | -13.6% | -2.3% | -12.3% |
| 3M | -60.5% | -21.2% | -39.3% | -58.1% |
| 6M | -35.2% | -21.1% | -14.1% | -31.4% |
| YTD | -31.1% | -17.2% | -13.9% | -29.1% |
| 1Y | +148.6% | -30.7% | +179.4% | +171.9% |
| All | -27.8% | -3.0% | -24.8% | -27.6% |
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 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