+960.0%
TNA vs DECK
+3,058.6%
-2,098.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -12.3% |
| 7D | -14.0% | +6.0% | -20.0% | -18.1% |
| 30D | -12.5% | +7.4% | -19.9% | -17.7% |
| 3M | -28.8% | -11.7% | -17.2% | -21.8% |
| 6M | -18.4% | -11.0% | -7.5% | -12.2% |
| YTD | +15.1% | -15.4% | +30.4% | +24.5% |
| 1Y | +14.7% | +7.2% | +7.5% | +0.9% |
| 3Y | +99.7% | -11.8% | +111.5% | +83.0% |
| 5Y | -50.9% | +24.3% | -75.2% | -66.2% |
| 10Y | +71.6% | +907.5% | -835.9% | -77.0% |
| All | +960.0% | +3,058.6% | -2,098.7% | -80.5% |
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