+888.8%
DECK vs TCOM
+1.8%
+887.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -2.1% |
| 7D | +6.0% | +13.6% | -7.6% | +3.1% |
| 30D | +7.4% | +14.5% | -7.1% | +4.3% |
| 3M | -11.7% | -4.7% | -7.0% | -10.8% |
| 6M | -11.0% | -16.4% | +5.4% | -7.9% |
| YTD | -15.4% | -39.1% | +23.7% | -6.8% |
| 1Y | +7.2% | -37.8% | +45.1% | +17.5% |
| 3Y | -11.8% | +31.1% | -42.9% | -21.3% |
| 5Y | +24.3% | +45.7% | -21.4% | +1.1% |
| All | +888.8% | +1.8% | +887.0% | +664.1% |
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