-1.8%
DECK vs TKO
+91.4%
-93.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -2.2% | +0.7% | -3.0% | -2.5% |
| 30D | -13.6% | +1.6% | -15.2% | -14.0% |
| 3M | -21.2% | -7.8% | -13.5% | -19.8% |
| 6M | -21.1% | -13.3% | -7.8% | -18.5% |
| YTD | -17.2% | -10.3% | -6.9% | -15.4% |
| 1Y | -30.7% | -0.6% | -30.1% | -31.2% |
| All | -1.8% | +91.4% | -93.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling