+50,335.2%
DECK vs TKO
+1,366.3%
+48,968.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | -13.6% | +1.6% | -15.2% | -14.0% |
| 3M | -21.2% | -7.8% | -13.5% | -20.0% |
| 6M | -21.1% | -13.3% | -7.8% | -18.8% |
| YTD | -17.2% | -10.3% | -6.9% | -15.6% |
| 1Y | -30.7% | -0.6% | -30.1% | -31.1% |
| 3Y | -3.4% | +88.5% | -91.8% | -17.9% |
| 5Y | +25.5% | +284.7% | -259.2% | -10.3% |
| 10Y | +714.7% | +905.7% | -191.1% | +340.6% |
| All | +50,335.2% | +1,366.3% | +48,968.9% | +17,511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling