+1,437.2%
DKS vs TCOM
+2,658.7%
-1,221.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.6% |
| 7D | -0.4% | -7.6% | +7.2% | +1.0% |
| 30D | -36.6% | -12.2% | -24.4% | -35.1% |
| 3M | -37.6% | -14.2% | -23.4% | -36.1% |
| 6M | -32.1% | -25.0% | -7.1% | -28.8% |
| YTD | -32.3% | -43.7% | +11.4% | -25.5% |
| 1Y | -39.5% | -44.5% | +5.1% | -33.2% |
| 3Y | +27.7% | +13.4% | +14.2% | +19.6% |
| 5Y | +15.0% | +26.5% | -11.4% | -0.4% |
| 10Y | +192.6% | -10.3% | +202.9% | +154.4% |
| All | +1,437.2% | +2,658.7% | -1,221.5% | +617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling