-14.1%
DECK vs TKO
+126.4%
-140.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | +6.0% | +5.8% | +0.2% | +4.5% |
| 30D | +7.4% | +7.2% | +0.3% | +5.6% |
| 3M | -11.7% | +3.7% | -15.4% | -12.7% |
| 6M | -11.0% | +2.0% | -12.9% | -11.8% |
| YTD | -15.4% | -8.4% | -7.0% | -14.1% |
| 1Y | +7.2% | +2.6% | +4.6% | +5.9% |
| All | -14.1% | +126.4% | -140.5% | -19.3% |
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