+741.1%
DECK vs TCOM
-11.3%
+752.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.7% |
| 7D | -2.2% | -9.5% | +7.3% | -0.1% |
| 30D | -13.6% | -10.7% | -2.9% | -11.5% |
| 3M | -21.2% | -14.6% | -6.6% | -18.8% |
| 6M | -21.1% | -19.3% | -1.8% | -17.7% |
| YTD | -17.2% | -42.9% | +25.7% | -7.4% |
| 1Y | -30.7% | -43.8% | +13.0% | -22.4% |
| 3Y | -3.4% | +2.1% | -5.5% | -8.8% |
| 5Y | +25.5% | +31.2% | -5.7% | +4.1% |
| All | +741.1% | -11.3% | +752.5% | +568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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