+326.1%
TPR vs DECK
+718.3%
-392.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.3% |
| 30D | -23.0% | -13.6% | -9.4% | -17.8% |
| 3M | -12.5% | -21.2% | +8.8% | -2.9% |
| 6M | -21.4% | -21.1% | -0.3% | -13.1% |
| YTD | -3.5% | -17.2% | +13.7% | +2.6% |
| 1Y | +17.4% | -30.7% | +48.1% | +34.2% |
| 3Y | +291.3% | -3.4% | +294.6% | +242.6% |
| 5Y | +241.9% | +25.5% | +216.4% | +147.5% |
| All | +326.1% | +718.3% | -392.2% | +54.5% |
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 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