+17.4%
TPR vs DECK
-30.4%
+47.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -23.0% | -13.6% | -9.4% | -19.7% |
| 3M | -12.5% | -21.2% | +8.8% | -6.4% |
| 6M | -21.4% | -21.1% | -0.3% | -16.6% |
| YTD | -3.5% | -17.2% | +13.7% | +1.4% |
| 1Y | +17.4% | -30.7% | +48.1% | +28.4% |
| All | +17.4% | -30.4% | +47.8% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling