+339.5%
TTD vs DECK
+770.9%
-431.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.1% | +0.1% |
| 7D | +3.7% | +10.4% | -6.7% | -1.0% |
| 30D | +10.4% | +11.1% | -0.7% | +5.0% |
| 3M | -31.6% | -10.8% | -20.8% | -28.1% |
| 6M | -45.1% | -8.7% | -36.4% | -43.1% |
| YTD | -65.1% | -14.0% | -51.1% | -63.9% |
| 1Y | -72.0% | +12.0% | -84.0% | -74.7% |
| 3Y | -83.3% | -10.5% | -72.8% | -85.2% |
| 5Y | -81.7% | +28.5% | -110.2% | -87.3% |
| 10Y | +454.3% | +923.3% | -469.0% | +100.4% |
| All | +339.5% | +770.9% | -431.4% | +78.1% |
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