+8,254.1%
DECK vs TCOM
+2,807.8%
+5,446.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.2% | +2.8% | +5.3% |
| 7D | +10.4% | +10.7% | -0.3% | +7.9% |
| 30D | +11.1% | +10.1% | +1.0% | +8.7% |
| 3M | -10.8% | -8.9% | -1.9% | -9.0% |
| 6M | -8.7% | -19.2% | +10.4% | -4.8% |
| YTD | -14.0% | -40.6% | +26.6% | -4.6% |
| 1Y | +12.0% | -39.0% | +51.1% | +23.6% |
| 3Y | -10.5% | +27.7% | -38.2% | -19.4% |
| 5Y | +28.5% | +49.9% | -21.4% | +5.1% |
| 10Y | +923.3% | +1.1% | +922.2% | +749.1% |
| All | +8,254.1% | +2,807.8% | +5,446.2% | +3,471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling