+7,716.4%
TPR vs DECK
+31,583.7%
-23,867.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -23.0% | -13.6% | -9.4% | -19.6% |
| 3M | -12.5% | -21.2% | +8.8% | -6.2% |
| 6M | -21.4% | -21.1% | -0.3% | -15.9% |
| YTD | -3.5% | -17.2% | +13.7% | +0.8% |
| 1Y | +17.4% | -30.7% | +48.1% | +28.6% |
| 3Y | +291.3% | -3.4% | +294.6% | +272.4% |
| 5Y | +241.9% | +25.5% | +216.4% | +196.4% |
| 10Y | +322.7% | +714.7% | -392.0% | +118.6% |
| All | +7,716.4% | +31,583.7% | -23,867.3% | +2,330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling