-16.9%
TLT vs DECK
+885.7%
-902.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +0.5% | +6.0% | -5.5% | +0.6% |
| 30D | +6.0% | +7.4% | -1.4% | +6.1% |
| 3M | -0.9% | -11.7% | +10.7% | -1.0% |
| 6M | -2.6% | -11.0% | +8.4% | -2.7% |
| YTD | -3.1% | -15.4% | +12.3% | -3.2% |
| 1Y | -4.4% | +7.2% | -11.6% | -4.2% |
| 3Y | +5.5% | -11.8% | +17.3% | +6.2% |
| 5Y | -34.7% | +24.3% | -59.0% | -33.7% |
| All | -16.9% | +885.7% | -902.6% | -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