+396.5%
TTMI vs DECK
+753.0%
-356.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.6% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -28.3% | +4.8% | -33.1% | -29.6% |
| 3M | -46.7% | -6.9% | -39.7% | -46.0% |
| 6M | -56.1% | -7.6% | -48.5% | -56.1% |
| YTD | +7.4% | -16.3% | +23.6% | +9.9% |
| 1Y | +17.4% | +4.5% | +12.9% | +12.1% |
| 3Y | +429.1% | -17.1% | +446.2% | +412.2% |
| 5Y | +418.8% | +21.9% | +396.9% | +327.1% |
| All | +396.5% | +753.0% | -356.5% | +131.7% |
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