+169.1%
TTMI vs DECK
+31,486.4%
-31,317.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -14.8% |
| 7D | -29.0% | +6.0% | -35.0% | -30.4% |
| 30D | -53.1% | +7.4% | -60.6% | -54.3% |
| 3M | -52.6% | -11.7% | -40.9% | -51.4% |
| 6M | -61.0% | -11.0% | -50.1% | -60.6% |
| YTD | -9.8% | -15.4% | +5.5% | -8.0% |
| 1Y | -11.2% | +7.2% | -18.4% | -15.6% |
| 3Y | +325.0% | -11.8% | +336.8% | +307.6% |
| 5Y | +335.4% | +24.3% | +311.1% | +264.2% |
| 10Y | +380.1% | +907.5% | -527.4% | +104.1% |
| All | +169.1% | +31,486.4% | -31,317.3% | -59.4% |
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