+16.2%
TMO vs DECK
+28.0%
-11.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.8% | +6.8% | -3.9% | +1.6% |
| 30D | +9.1% | +8.3% | +0.8% | +7.5% |
| 3M | +19.9% | -7.9% | +27.7% | +21.3% |
| 6M | +54.7% | -10.6% | +65.3% | +57.0% |
| YTD | +24.3% | -13.4% | +37.7% | +25.9% |
| 1Y | +25.0% | +12.5% | +12.6% | +20.2% |
| 3Y | +61.7% | -14.9% | +76.6% | +53.7% |
| 5Y | +16.2% | +27.5% | -11.2% | -7.7% |
| All | +16.2% | +28.0% | -11.8% | -7.7% |
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