+384.1%
TPR vs DECK
+885.7%
-501.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.8% |
| 7D | +13.9% | +6.0% | +7.8% | +10.7% |
| 30D | +14.9% | +7.4% | +7.5% | +11.0% |
| 3M | -15.4% | -11.7% | -3.7% | -10.7% |
| 6M | -4.5% | -11.0% | +6.5% | -0.3% |
| YTD | +6.0% | -15.4% | +21.4% | +11.4% |
| 1Y | +24.3% | +7.2% | +17.1% | +16.2% |
| 3Y | +412.8% | -11.8% | +424.7% | +377.2% |
| 5Y | +258.4% | +24.3% | +234.1% | +161.4% |
| All | +384.1% | +885.7% | -501.6% | +62.3% |
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