+196.8%
DKS vs TCOM
-9.8%
+206.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -3.0% | -4.9% | +1.9% | -2.1% |
| 30D | -33.4% | -14.4% | -19.0% | -31.6% |
| 3M | -39.4% | -17.7% | -21.7% | -37.5% |
| 6M | -30.1% | -25.1% | -5.0% | -26.8% |
| YTD | -31.0% | -45.7% | +14.8% | -23.6% |
| 1Y | -40.2% | -47.9% | +7.7% | -33.4% |
| 3Y | +30.9% | +8.9% | +22.0% | +23.6% |
| 5Y | +14.0% | +26.9% | -12.8% | -1.3% |
| All | +196.8% | -9.8% | +206.6% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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