+373.1%
TSM vs DECK
-3.0%
+376.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.5% |
| 7D | +2.7% | -2.2% | +4.9% | +3.2% |
| 30D | +3.6% | -13.6% | +17.2% | +6.9% |
| 3M | -3.4% | -21.2% | +17.9% | +1.5% |
| 6M | +20.6% | -21.1% | +41.7% | +26.3% |
| YTD | +41.9% | -17.2% | +59.1% | +46.2% |
| 1Y | +84.4% | -30.7% | +115.1% | +97.8% |
| All | +373.1% | -3.0% | +376.1% | +414.9% |
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