+459.4%
TTD vs DECK
+885.7%
-426.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.4% |
| 7D | -1.9% | +6.0% | -7.9% | -4.6% |
| 30D | +7.5% | +7.4% | 0.0% | +3.9% |
| 3M | -32.4% | -11.7% | -20.8% | -28.6% |
| 6M | -47.9% | -11.0% | -37.0% | -45.5% |
| YTD | -66.3% | -15.4% | -50.9% | -64.8% |
| 1Y | -73.1% | +7.2% | -80.4% | -75.2% |
| 3Y | -83.8% | -11.8% | -72.0% | -85.6% |
| 5Y | -81.3% | +24.3% | -105.6% | -86.9% |
| All | +459.4% | +885.7% | -426.3% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling