-76.8%
TE vs DECK
+210.4%
-287.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.5% | -14.9% | -16.1% |
| 7D | -20.3% | +6.0% | -26.3% | -21.7% |
| 30D | -40.0% | +7.4% | -47.4% | -41.3% |
| 3M | -58.3% | -11.7% | -46.7% | -57.0% |
| 6M | -57.3% | -11.0% | -46.3% | -56.5% |
| YTD | -65.9% | -15.4% | -50.5% | -65.2% |
| 1Y | -44.3% | +7.2% | -51.5% | -47.3% |
| 3Y | -36.0% | -11.8% | -24.1% | -37.1% |
| 5Y | -80.1% | +24.3% | -104.5% | -83.3% |
| All | -76.8% | +210.4% | -287.1% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling