+1,442.0%
TFC vs DECK
+7,820.9%
-6,378.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +2.4% | -2.2% | +4.6% | +2.7% |
| 30D | -1.3% | -13.6% | +12.3% | +0.4% |
| 3M | +6.1% | -21.2% | +27.3% | +8.9% |
| 6M | +7.3% | -21.1% | +28.4% | +10.1% |
| YTD | +8.2% | -17.2% | +25.4% | +10.1% |
| 1Y | +14.4% | -30.7% | +45.2% | +18.4% |
| 3Y | +93.7% | -3.4% | +97.1% | +89.3% |
| 5Y | +16.4% | +25.5% | -9.1% | +9.2% |
| 10Y | +101.6% | +714.7% | -613.1% | +54.8% |
| All | +1,442.0% | +7,820.9% | -6,378.9% | +884.0% |
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