+268.7%
TMUS vs DECK
+2,114.8%
-1,846.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.0% | -2.9% | +1.9% |
| 7D | +7.5% | +10.4% | -2.9% | +5.5% |
| 30D | -3.3% | +11.1% | -14.4% | -5.3% |
| 3M | -9.7% | -10.8% | +1.1% | -7.9% |
| 6M | -17.2% | -8.7% | -8.5% | -16.0% |
| YTD | -20.3% | -14.0% | -6.3% | -18.9% |
| 1Y | -21.2% | +12.0% | -33.2% | -24.0% |
| 3Y | +13.5% | -10.5% | +24.0% | +7.6% |
| 5Y | +36.5% | +28.5% | +8.0% | +15.6% |
| 10Y | +239.2% | +923.3% | -684.1% | +66.7% |
| All | +268.7% | +2,114.8% | -1,846.1% | +35.1% |
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