+196.8%
DKS vs TD
+306.3%
-109.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | -3.0% | -0.5% | -2.4% | -2.6% |
| 30D | -33.4% | -1.9% | -31.5% | -32.9% |
| 3M | -39.4% | +4.8% | -44.1% | -41.9% |
| 6M | -30.1% | +28.0% | -58.1% | -41.7% |
| YTD | -31.0% | +30.3% | -61.3% | -43.2% |
| 1Y | -40.2% | +59.8% | -99.9% | -57.4% |
| 3Y | +30.9% | +124.7% | -93.8% | -28.3% |
| 5Y | +14.0% | +127.0% | -112.9% | -39.2% |
| All | +196.8% | +306.3% | -109.5% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling