+54.2%
TMO vs DECK
-13.4%
+67.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -0.3% | +5.8% | -6.1% | -1.1% |
| 30D | +4.9% | +7.9% | -2.9% | +3.8% |
| 3M | +19.9% | -11.4% | +31.3% | +21.7% |
| 6M | +47.2% | -16.6% | +63.7% | +50.4% |
| YTD | +20.2% | -16.4% | +36.6% | +22.2% |
| 1Y | +23.2% | +8.6% | +14.5% | +20.1% |
| 3Y | +54.2% | -15.1% | +69.3% | +50.3% |
| All | +54.2% | -13.4% | +67.6% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling