-21.7%
TPR vs DECK
-21.9%
+0.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -1.1% |
| 7D | -2.7% | -2.2% | -0.4% | -1.7% |
| 30D | -23.3% | -13.6% | -9.7% | -18.0% |
| 3M | -12.8% | -21.2% | +8.4% | -2.6% |
| 6M | -21.7% | -21.1% | -0.6% | -13.8% |
| All | -21.7% | -21.9% | +0.2% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling