+386.1%
TMO vs DECK
+730.5%
-344.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.8% | -1.8% |
| 7D | +3.3% | -3.7% | +7.0% | +4.0% |
| 30D | +5.5% | +0.6% | +4.9% | +5.3% |
| 3M | +16.1% | -7.3% | +23.4% | +17.4% |
| 6M | +52.6% | -10.9% | +63.5% | +54.8% |
| YTD | +21.0% | -18.5% | +39.5% | +23.9% |
| 1Y | +19.4% | +0.2% | +19.2% | +17.5% |
| 3Y | +57.5% | -19.8% | +77.3% | +54.6% |
| 5Y | +11.7% | +18.7% | -7.0% | -1.7% |
| All | +386.1% | +730.5% | -344.4% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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