+36.0%
TSM vs DECK
+11.2%
+24.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.8% |
| 7D | -10.0% | +10.4% | -20.3% | -10.8% |
| 30D | -18.5% | +11.1% | -29.6% | -19.5% |
| 3M | -4.9% | -10.8% | +5.9% | -3.6% |
| 6M | -1.0% | -8.7% | +7.8% | -0.4% |
| YTD | +31.3% | -14.0% | +45.3% | +34.1% |
| 1Y | +36.0% | +12.0% | +24.0% | +45.0% |
| All | +36.0% | +11.2% | +24.8% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling