+1,418.7%
TFC vs DECK
+8,125.5%
-6,706.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +2.2% |
| 7D | +5.1% | +10.4% | -5.3% | +3.8% |
| 30D | +9.8% | +11.1% | -1.3% | +8.4% |
| 3M | -2.4% | -10.8% | +8.3% | -1.2% |
| 6M | +4.9% | -8.7% | +13.7% | +5.8% |
| YTD | +6.6% | -14.0% | +20.6% | +7.9% |
| 1Y | +21.3% | +12.0% | +9.3% | +18.9% |
| 3Y | +89.0% | -10.5% | +99.5% | +86.7% |
| 5Y | +1.5% | +28.5% | -27.0% | -4.9% |
| 10Y | +99.8% | +923.3% | -823.5% | +50.2% |
| All | +1,418.7% | +8,125.5% | -6,706.8% | +864.2% |
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