-33.9%
TLT vs DECK
+31.2%
-65.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.2% | +0.7% |
| 7D | +1.0% | +10.4% | -9.4% | +0.7% |
| 30D | +6.0% | +11.1% | -5.1% | +5.7% |
| 3M | -0.9% | -10.8% | +9.9% | -0.7% |
| 6M | -2.3% | -8.7% | +6.5% | -2.1% |
| YTD | -3.3% | -14.0% | +10.7% | -3.1% |
| 1Y | -5.6% | +12.0% | -17.6% | -5.9% |
| 3Y | +5.2% | -10.5% | +15.7% | +4.9% |
| 5Y | -33.9% | +28.5% | -62.4% | -35.9% |
| All | -33.9% | +31.2% | -65.1% | -35.9% |
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