+216.7%
TGT vs DECK
+874.1%
-657.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.6% | +5.8% | -3.1% | +1.2% |
| 30D | +5.0% | +7.9% | -2.9% | +2.9% |
| 3M | +8.5% | -11.4% | +19.9% | +11.9% |
| 6M | +23.8% | -16.6% | +40.3% | +29.2% |
| YTD | +66.5% | -16.4% | +82.9% | +72.0% |
| 1Y | +84.9% | +8.6% | +76.2% | +78.1% |
| 3Y | +59.2% | -15.1% | +74.3% | +55.2% |
| 5Y | -27.2% | +22.9% | -50.1% | -38.7% |
| All | +216.7% | +874.1% | -657.4% | +62.8% |
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