-27.4%
TGT vs DECK
+25.8%
-53.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.7% |
| 7D | +4.0% | +6.0% | -2.0% | +2.3% |
| 30D | +2.3% | +7.4% | -5.1% | +0.2% |
| 3M | +7.8% | -11.7% | +19.4% | +11.5% |
| 6M | +24.7% | -11.0% | +35.7% | +28.3% |
| YTD | +66.0% | -15.4% | +81.4% | +71.3% |
| 1Y | +78.8% | +7.2% | +71.5% | +71.7% |
| 3Y | +56.2% | -11.8% | +68.1% | +45.2% |
| 5Y | -27.4% | +24.3% | -51.7% | -48.5% |
| All | -27.4% | +25.8% | -53.2% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling