+27.6%
DECK vs TKO
+263.8%
-236.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +3.0% |
| 7D | +6.4% | +7.8% | -1.4% | +4.3% |
| 30D | +9.1% | +12.2% | -3.1% | +5.8% |
| 3M | -7.2% | +7.5% | -14.7% | -9.2% |
| 6M | -9.9% | +7.7% | -17.7% | -12.2% |
| YTD | -12.8% | -3.3% | -9.5% | -12.7% |
| 1Y | +10.6% | +11.1% | -0.5% | +6.7% |
| 3Y | -13.8% | +141.0% | -154.8% | -31.5% |
| 5Y | +27.6% | +278.8% | -251.2% | -18.9% |
| All | +27.6% | +263.8% | -236.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling