+96.6%
TFC vs DECK
-3.0%
+99.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +2.4% | -2.2% | +4.6% | +2.8% |
| 30D | -1.3% | -13.6% | +12.3% | +1.3% |
| 3M | +6.1% | -21.2% | +27.3% | +10.6% |
| 6M | +7.3% | -21.1% | +28.4% | +11.6% |
| YTD | +8.2% | -17.2% | +25.4% | +11.1% |
| 1Y | +14.4% | -30.7% | +45.2% | +20.8% |
| All | +96.6% | -3.0% | +99.7% | +112.5% |
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 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