+4.5%
DECK vs TCOM
-41.4%
+45.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.5% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +4.8% | +12.1% | -7.3% | +2.5% |
| 3M | -6.9% | -3.2% | -3.7% | -6.6% |
| 6M | -7.6% | -16.6% | +9.1% | -4.7% |
| YTD | -16.3% | -39.4% | +23.1% | -12.1% |
| 1Y | +4.5% | -41.5% | +46.0% | +12.5% |
| All | +4.5% | -41.4% | +45.9% | +12.5% |
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 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