+12.4%
DKS vs TD
+122.4%
-110.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -4.7% | -2.6% | -2.2% | -3.4% |
| 30D | -35.1% | -1.0% | -34.0% | -35.0% |
| 3M | -37.7% | +5.6% | -43.3% | -40.0% |
| 6M | -30.7% | +27.1% | -57.8% | -39.9% |
| YTD | -31.9% | +29.4% | -61.3% | -41.6% |
| 1Y | -40.0% | +60.7% | -100.7% | -54.5% |
| 3Y | +28.4% | +127.6% | -99.2% | -21.3% |
| 5Y | +12.4% | +125.4% | -113.0% | -26.7% |
| All | +12.4% | +122.4% | -110.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling