+911.5%
TT vs DECK
+718.3%
+193.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -7.2% | -13.6% | +6.4% | -4.0% |
| 3M | -3.0% | -21.2% | +18.3% | +2.2% |
| 6M | +1.4% | -21.1% | +22.4% | +6.4% |
| YTD | +15.9% | -17.2% | +33.1% | +19.5% |
| 1Y | +9.4% | -30.7% | +40.2% | +16.9% |
| 3Y | +124.4% | -3.4% | +127.7% | +106.7% |
| 5Y | +138.0% | +25.5% | +112.5% | +96.3% |
| All | +911.5% | +718.3% | +193.2% | +464.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling