+781.3%
DECK vs TKO
+1,194.7%
-413.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -0.8% | +3.1% | -3.9% | -1.6% |
| 30D | +4.9% | +15.0% | -10.1% | +1.4% |
| 3M | -5.8% | +2.9% | -8.7% | -6.6% |
| 6M | -8.6% | +9.0% | -17.6% | -10.8% |
| YTD | -14.7% | -3.4% | -11.4% | -14.6% |
| 1Y | +6.9% | +12.8% | -5.9% | +3.1% |
| 3Y | -16.2% | +158.0% | -174.1% | -34.2% |
| 5Y | +25.3% | +285.4% | -260.1% | -12.7% |
| 10Y | +781.3% | +1,160.4% | -379.1% | +326.0% |
| All | +781.3% | +1,194.7% | -413.4% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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