-16.9%
TLT vs DECK
+874.1%
-891.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +6.2% | +7.9% | -1.7% | +6.2% |
| 3M | -0.3% | -11.4% | +11.1% | -0.4% |
| 6M | -3.4% | -16.6% | +13.2% | -3.5% |
| YTD | -3.1% | -16.4% | +13.2% | -3.2% |
| 1Y | -5.2% | +8.6% | -13.9% | -5.0% |
| 3Y | +6.5% | -15.1% | +21.6% | +7.2% |
| 5Y | -34.7% | +22.9% | -57.6% | -33.7% |
| All | -16.9% | +874.1% | -891.0% | -6.1% |
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