+9.4%
TMO vs DECK
+25.5%
-16.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -1.4% | -2.2% | +0.9% | -1.0% |
| 30D | +6.2% | -13.6% | +19.8% | +8.9% |
| 3M | +27.5% | -21.2% | +48.7% | +32.6% |
| 6M | +20.0% | -21.1% | +41.0% | +24.4% |
| YTD | +6.1% | -17.2% | +23.4% | +8.5% |
| 1Y | +25.8% | -30.7% | +56.6% | +32.5% |
| 3Y | +11.2% | -3.4% | +14.6% | +2.9% |
| All | +9.4% | +25.5% | -16.2% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling