+56.5%
TNA vs DECK
+876.9%
-820.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.3% | +5.3% | +6.0% |
| 7D | +2.3% | +6.4% | -4.1% | -2.7% |
| 30D | +1.4% | +9.1% | -7.7% | -5.8% |
| 3M | -21.1% | -7.2% | -13.9% | -16.5% |
| 6M | -9.4% | -9.9% | +0.6% | -3.0% |
| YTD | +29.6% | -12.8% | +42.4% | +37.0% |
| 1Y | +34.6% | +10.6% | +24.0% | +14.4% |
| 3Y | +155.9% | -13.8% | +169.7% | +130.7% |
| 5Y | -44.2% | +27.6% | -71.8% | -66.2% |
| All | +56.5% | +876.9% | -820.4% | -70.2% |
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