+297.9%
TPR vs DECK
-3.0%
+300.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.9% |
| 7D | -2.7% | -2.2% | -0.4% | -1.9% |
| 30D | -23.3% | -13.6% | -9.7% | -19.5% |
| 3M | -12.8% | -21.2% | +8.4% | -5.9% |
| 6M | -21.7% | -21.1% | -0.6% | -15.7% |
| YTD | -3.9% | -17.2% | +13.4% | +1.0% |
| 1Y | +16.9% | -30.7% | +47.7% | +29.6% |
| All | +297.9% | -3.0% | +300.9% | +349.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling