+364.0%
TPR vs DECK
+937.4%
-573.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.4% | +0.7% |
| 7D | +12.6% | +10.4% | +2.3% | +7.5% |
| 30D | +7.1% | +11.1% | -3.9% | +1.9% |
| 3M | -19.4% | -10.8% | -8.6% | -15.2% |
| 6M | -9.7% | -8.7% | -1.0% | -6.8% |
| YTD | -1.0% | -14.0% | +13.0% | +3.4% |
| 1Y | +19.3% | +12.0% | +7.3% | +9.3% |
| 3Y | +379.0% | -10.5% | +389.4% | +342.7% |
| 5Y | +239.1% | +28.5% | +210.6% | +143.3% |
| 10Y | +364.0% | +923.3% | -559.3% | +52.7% |
| All | +364.0% | +937.4% | -573.4% | +52.7% |
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