+27.3%
DECK vs TCOM
+44.6%
-17.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.8% | +6.5% | +0.3% | +5.3% |
| 30D | +8.3% | +13.3% | -5.0% | +5.4% |
| 3M | -7.9% | -6.5% | -1.4% | -6.6% |
| 6M | -10.6% | -16.3% | +5.7% | -7.6% |
| YTD | -13.4% | -38.7% | +25.3% | -4.9% |
| 1Y | +12.5% | -40.1% | +52.6% | +24.1% |
| 3Y | -14.9% | +30.6% | -45.5% | -24.3% |
| All | +27.3% | +44.6% | -17.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling