+464.6%
TTD vs DECK
+874.1%
-409.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | +5.2% | +5.8% | -0.5% | +2.4% |
| 30D | +6.9% | +7.9% | -0.9% | +3.2% |
| 3M | -26.8% | -11.4% | -15.4% | -22.8% |
| 6M | -46.1% | -16.6% | -29.6% | -41.7% |
| YTD | -65.9% | -16.4% | -49.6% | -64.3% |
| 1Y | -71.8% | +8.6% | -80.5% | -74.2% |
| 3Y | -83.3% | -15.1% | -68.2% | -84.9% |
| 5Y | -81.1% | +22.9% | -104.0% | -86.7% |
| All | +464.6% | +874.1% | -409.5% | +118.5% |
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