+264.0%
TSM vs DECK
+31.2%
+232.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -3.9% |
| 7D | -10.0% | +10.4% | -20.3% | -12.5% |
| 30D | -18.5% | +11.1% | -29.6% | -21.2% |
| 3M | -4.9% | -10.8% | +5.9% | -2.3% |
| 6M | -1.0% | -8.7% | +7.8% | +0.3% |
| YTD | +31.3% | -14.0% | +45.3% | +34.1% |
| 1Y | +36.0% | +12.0% | +24.0% | +27.4% |
| 3Y | +348.7% | -10.5% | +359.2% | +317.2% |
| 5Y | +264.0% | +28.5% | +235.5% | +182.3% |
| All | +264.0% | +31.2% | +232.7% | +182.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling