-50.9%
TNA vs DECK
+25.8%
-76.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -12.5% |
| 7D | -14.0% | +6.0% | -20.0% | -17.7% |
| 30D | -12.5% | +7.4% | -19.9% | -17.1% |
| 3M | -28.8% | -11.7% | -17.2% | -22.4% |
| 6M | -18.4% | -11.0% | -7.5% | -12.6% |
| YTD | +15.1% | -15.4% | +30.4% | +24.3% |
| 1Y | +14.7% | +7.2% | +7.5% | +1.6% |
| 3Y | +99.7% | -11.8% | +111.5% | +68.1% |
| 5Y | -50.9% | +24.3% | -75.2% | -70.6% |
| All | -50.9% | +25.8% | -76.7% | -70.6% |
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