+7.2%
DECK vs TCOM
-36.9%
+44.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -2.0% |
| 7D | +6.0% | +13.6% | -7.6% | +3.5% |
| 30D | +7.4% | +14.5% | -7.1% | +4.7% |
| 3M | -11.7% | -4.7% | -7.0% | -11.2% |
| 6M | -11.0% | -16.4% | +5.4% | -8.4% |
| YTD | -15.4% | -39.1% | +23.7% | -11.1% |
| 1Y | +7.2% | -37.8% | +45.1% | +12.2% |
| All | +7.2% | -36.9% | +44.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling