+1,320.5%
TSM vs DECK
+885.7%
+434.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.2% | -10.4% |
| 7D | -18.2% | +6.0% | -24.2% | -19.6% |
| 30D | -26.8% | +7.4% | -34.2% | -28.4% |
| 3M | -14.5% | -11.7% | -2.8% | -12.0% |
| 6M | -10.0% | -11.0% | +0.9% | -8.2% |
| YTD | +17.1% | -15.4% | +32.5% | +20.1% |
| 1Y | +21.5% | +7.2% | +14.3% | +16.0% |
| 3Y | +300.4% | -11.8% | +312.2% | +284.4% |
| 5Y | +224.7% | +24.3% | +200.4% | +170.3% |
| All | +1,320.5% | +885.7% | +434.9% | +758.1% |
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