-34.1%
TE vs DECK
-12.4%
-21.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.5% | -14.9% | -16.0% |
| 7D | -20.3% | +6.0% | -26.3% | -21.8% |
| 30D | -40.0% | +7.4% | -47.4% | -41.4% |
| 3M | -58.3% | -11.7% | -46.7% | -56.9% |
| 6M | -57.3% | -11.0% | -46.3% | -56.5% |
| YTD | -65.9% | -15.4% | -50.5% | -65.1% |
| 1Y | -44.3% | +7.2% | -51.5% | -48.2% |
| All | -34.1% | -12.4% | -21.7% | -44.1% |
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