-82.9%
TTD vs DECK
-11.0%
-71.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.1% | +1.1% |
| 7D | +3.7% | +10.4% | -6.7% | +0.7% |
| 30D | +10.4% | +11.1% | -0.7% | +7.1% |
| 3M | -31.6% | -10.8% | -20.8% | -29.4% |
| 6M | -45.1% | -8.7% | -36.4% | -43.8% |
| YTD | -65.1% | -14.0% | -51.1% | -64.2% |
| 1Y | -72.0% | +12.0% | -84.0% | -73.7% |
| All | -82.9% | -11.0% | -71.9% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling