-35.9%
DKS vs TD
+64.8%
-100.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.1% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -30.5% | +0.4% | -30.9% | -30.4% |
| 3M | -35.7% | +7.6% | -43.3% | -38.9% |
| 6M | -29.7% | +25.0% | -54.7% | -38.8% |
| YTD | -28.9% | +31.0% | -59.9% | -40.3% |
| 1Y | -35.9% | +65.2% | -101.1% | -52.9% |
| All | -35.9% | +64.8% | -100.7% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling