+396.7%
TTMI vs DECK
+874.1%
-477.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +7.2% |
| 7D | -19.8% | +5.8% | -25.6% | -21.3% |
| 30D | -48.1% | +7.9% | -56.0% | -49.6% |
| 3M | -51.2% | -11.4% | -39.8% | -50.0% |
| 6M | -59.6% | -16.6% | -43.0% | -58.4% |
| YTD | -3.6% | -16.4% | +12.8% | -1.3% |
| 1Y | -2.3% | +8.6% | -11.0% | -8.0% |
| 3Y | +369.4% | -15.1% | +384.5% | +350.5% |
| 5Y | +365.4% | +22.9% | +342.6% | +281.4% |
| All | +396.7% | +874.1% | -477.4% | +112.0% |
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