+304.4%
TMUS vs DECK
+718.3%
-413.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.0% | -3.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | +5.3% | -13.6% | +18.8% | +7.3% |
| 3M | +3.1% | -21.2% | +24.4% | +6.5% |
| 6M | -16.5% | -21.1% | +4.6% | -14.0% |
| YTD | -9.2% | -17.2% | +8.1% | -7.4% |
| 1Y | -26.5% | -30.7% | +4.3% | -23.6% |
| 3Y | +39.0% | -3.4% | +42.4% | +30.0% |
| 5Y | +40.4% | +25.5% | +14.8% | +21.1% |
| All | +304.4% | +718.3% | -413.9% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling