+12.3%
TMO vs DECK
+20.9%
-8.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +4.0% | +4.8% | -0.8% | +3.1% |
| 3M | +17.6% | -6.9% | +24.5% | +18.9% |
| 6M | +57.3% | -7.6% | +64.8% | +58.5% |
| YTD | +21.2% | -16.3% | +37.4% | +23.5% |
| 1Y | +21.1% | +4.5% | +16.6% | +18.1% |
| 3Y | +58.8% | -17.1% | +75.9% | +51.6% |
| All | +12.3% | +20.9% | -8.5% | -10.7% |
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