+5,414.2%
TGT vs DECK
+8,125.5%
-2,711.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.0% | -0.3% | +5.0% |
| 7D | +9.5% | +10.4% | -0.9% | +8.4% |
| 30D | +6.6% | +11.1% | -4.5% | +5.4% |
| 3M | +11.0% | -10.8% | +21.7% | +12.3% |
| 6M | +29.9% | -8.7% | +38.6% | +31.0% |
| YTD | +71.4% | -14.0% | +85.5% | +73.5% |
| 1Y | +88.6% | +12.0% | +76.6% | +85.5% |
| 3Y | +61.3% | -10.5% | +71.8% | +60.3% |
| 5Y | -26.8% | +28.5% | -55.3% | -30.5% |
| 10Y | +231.0% | +923.3% | -692.3% | +157.0% |
| All | +5,414.2% | +8,125.5% | -2,711.3% | +3,262.3% |
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