+12.4%
DKS vs TCOM
+21.5%
-9.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -4.7% | -6.5% | +1.8% | -3.8% |
| 30D | -35.1% | -16.2% | -18.8% | -33.5% |
| 3M | -37.7% | -19.3% | -18.4% | -36.0% |
| 6M | -30.7% | -27.2% | -3.5% | -27.8% |
| YTD | -31.9% | -46.2% | +14.3% | -26.1% |
| 1Y | -40.0% | -46.6% | +6.6% | -34.8% |
| 3Y | +28.4% | +8.4% | +20.0% | +24.2% |
| 5Y | +12.4% | +25.8% | -13.4% | -1.0% |
| All | +12.4% | +21.5% | -9.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling