-20.8%
TGT vs DECK
+25.5%
-46.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | +12.2% | -13.6% | +25.8% | +16.8% |
| 3M | +33.8% | -21.2% | +55.0% | +42.7% |
| 6M | +39.3% | -21.1% | +60.4% | +47.8% |
| YTD | +72.9% | -17.2% | +90.1% | +79.5% |
| 1Y | +84.6% | -30.7% | +115.3% | +100.0% |
| 3Y | +46.2% | -3.4% | +49.6% | +32.0% |
| All | -20.8% | +25.5% | -46.4% | -43.6% |
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