+129.9%
TLT vs DECK
+34,769.1%
-34,639.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.2% | +1.0% |
| 7D | +1.0% | +10.4% | -9.4% | +1.3% |
| 30D | +6.0% | +11.1% | -5.1% | +6.5% |
| 3M | -0.9% | -10.8% | +9.9% | -1.3% |
| 6M | -2.3% | -8.7% | +6.5% | -2.5% |
| YTD | -3.3% | -14.0% | +10.7% | -3.6% |
| 1Y | -5.6% | +12.0% | -17.6% | -4.9% |
| 3Y | +5.2% | -10.5% | +15.7% | +6.2% |
| 5Y | -33.9% | +28.5% | -62.4% | -31.7% |
| 10Y | -17.8% | +923.3% | -941.1% | -3.8% |
| All | +129.9% | +34,769.1% | -34,639.1% | +202.5% |
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