+30.0%
DKS vs TPG
+71.4%
-41.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +1.5% |
| 7D | -4.7% | -11.8% | +7.1% | +0.3% |
| 30D | -35.1% | -6.3% | -28.8% | -33.5% |
| 3M | -37.7% | +13.6% | -51.3% | -41.5% |
| 6M | -30.7% | +13.8% | -44.6% | -35.5% |
| YTD | -31.9% | -23.7% | -8.2% | -24.8% |
| 1Y | -40.0% | -18.2% | -21.8% | -36.2% |
| 3Y | +28.4% | +80.1% | -51.7% | -5.8% |
| All | +30.0% | +71.4% | -41.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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