+3,889.1%
TMO vs DECK
+7,820.9%
-3,931.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.9% |
| 7D | -1.4% | -2.2% | +0.9% | -1.2% |
| 30D | +6.2% | -13.6% | +19.8% | +7.4% |
| 3M | +27.5% | -21.2% | +48.7% | +29.8% |
| 6M | +20.0% | -21.1% | +41.0% | +22.0% |
| YTD | +6.1% | -17.2% | +23.4% | +7.3% |
| 1Y | +25.8% | -30.7% | +56.6% | +28.7% |
| 3Y | +11.2% | -3.4% | +14.6% | +9.3% |
| 5Y | +9.6% | +25.5% | -16.0% | +4.7% |
| 10Y | +317.8% | +714.7% | -396.9% | +244.8% |
| All | +3,889.1% | +7,820.9% | -3,931.9% | +2,797.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling