+39.5%
TMUS vs DECK
-3.0%
+42.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.0% | -3.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +5.3% | -13.6% | +18.8% | +5.9% |
| 3M | +3.1% | -21.2% | +24.4% | +4.0% |
| 6M | -16.5% | -21.1% | +4.6% | -15.7% |
| YTD | -9.2% | -17.2% | +8.1% | -8.6% |
| 1Y | -26.5% | -30.7% | +4.3% | -26.1% |
| All | +39.5% | -3.0% | +42.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling