+64.6%
TNA vs DECK
+874.1%
-809.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.8% |
| 7D | -7.0% | +5.8% | -12.8% | -11.3% |
| 30D | -6.4% | +7.9% | -14.3% | -12.5% |
| 3M | -25.7% | -11.4% | -14.3% | -18.4% |
| 6M | -19.7% | -16.6% | -3.2% | -8.5% |
| YTD | +18.3% | -16.4% | +34.6% | +29.2% |
| 1Y | +24.6% | +8.6% | +15.9% | +7.1% |
| 3Y | +112.8% | -15.1% | +127.9% | +93.0% |
| 5Y | -49.5% | +22.9% | -72.4% | -68.6% |
| All | +64.6% | +874.1% | -809.5% | -70.3% |
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