+32.2%
DKS vs TCOM
+8.0%
+24.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -2.0% | -4.9% | +2.9% | -1.4% |
| 30D | -32.7% | -14.4% | -18.3% | -31.5% |
| 3M | -38.8% | -17.7% | -21.1% | -37.4% |
| 6M | -29.4% | -25.1% | -4.3% | -27.0% |
| YTD | -30.3% | -45.7% | +15.4% | -24.8% |
| 1Y | -39.6% | -47.9% | +8.3% | -34.5% |
| 3Y | +32.2% | +8.9% | +23.2% | +46.0% |
| All | +32.2% | +8.0% | +24.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling