+217.3%
TTMI vs DECK
+31,979.6%
-31,762.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.0% | -16.1% | -11.8% |
| 7D | -19.2% | +10.4% | -29.5% | -21.7% |
| 30D | -44.9% | +11.1% | -56.0% | -46.9% |
| 3M | -44.7% | -10.8% | -34.0% | -43.5% |
| 6M | -53.4% | -8.7% | -44.7% | -53.3% |
| YTD | +6.3% | -14.0% | +20.4% | +8.0% |
| 1Y | +10.7% | +12.0% | -1.3% | +3.8% |
| 3Y | +401.2% | -10.5% | +411.7% | +378.3% |
| 5Y | +419.0% | +28.5% | +390.5% | +329.7% |
| 10Y | +466.2% | +923.3% | -457.1% | +139.4% |
| All | +217.3% | +31,979.6% | -31,762.3% | -52.4% |
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