+1,729.4%
TSM vs DECK
+718.3%
+1,011.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.4% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | +3.6% | -13.6% | +17.2% | +7.6% |
| 3M | -3.4% | -21.2% | +17.9% | +2.4% |
| 6M | +20.6% | -21.1% | +41.7% | +27.5% |
| YTD | +41.9% | -17.2% | +59.1% | +46.8% |
| 1Y | +84.4% | -30.7% | +115.1% | +98.7% |
| 3Y | +380.2% | -3.4% | +383.6% | +347.2% |
| 5Y | +275.3% | +25.5% | +249.8% | +211.5% |
| All | +1,729.4% | +718.3% | +1,011.1% | +1,019.1% |
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 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