+386.7%
TXN vs DECK
+718.3%
-331.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | -6.9% | -13.6% | +6.7% | -3.4% |
| 3M | -14.9% | -21.2% | +6.3% | -9.8% |
| 6M | +29.0% | -21.1% | +50.1% | +36.2% |
| YTD | +51.5% | -17.2% | +68.7% | +56.4% |
| 1Y | +41.6% | -30.7% | +72.3% | +52.6% |
| 3Y | +65.8% | -3.4% | +69.2% | +52.1% |
| 5Y | +56.8% | +25.5% | +31.3% | +27.7% |
| All | +386.7% | +718.3% | -331.6% | +169.4% |
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