+105.0%
TFC vs DECK
+718.3%
-613.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +2.4% | -2.2% | +4.6% | +3.1% |
| 30D | -1.3% | -13.6% | +12.3% | +2.7% |
| 3M | +6.1% | -21.2% | +27.3% | +13.1% |
| 6M | +7.3% | -21.1% | +28.4% | +14.0% |
| YTD | +8.2% | -17.2% | +25.4% | +12.4% |
| 1Y | +14.4% | -30.7% | +45.2% | +24.0% |
| 3Y | +93.7% | -3.4% | +97.1% | +75.0% |
| 5Y | +16.4% | +25.5% | -9.1% | -7.3% |
| All | +105.0% | +718.3% | -613.3% | +2.4% |
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