+12,606.5%
TSM vs DECK
+19,949.8%
-7,343.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -3.1% |
| 7D | -10.0% | +10.4% | -20.3% | -11.3% |
| 30D | -18.5% | +11.1% | -29.6% | -19.8% |
| 3M | -4.9% | -10.8% | +5.9% | -3.6% |
| 6M | -1.0% | -8.7% | +7.8% | -0.3% |
| YTD | +31.3% | -14.0% | +45.3% | +32.8% |
| 1Y | +36.0% | +12.0% | +24.0% | +32.4% |
| 3Y | +348.7% | -10.5% | +359.2% | +343.3% |
| 5Y | +264.0% | +28.5% | +235.5% | +238.6% |
| 10Y | +1,550.5% | +923.3% | +627.3% | +1,072.9% |
| All | +12,606.5% | +19,949.8% | -7,343.3% | +8,217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling