-35.9%
DKS vs TSLQ
-50.5%
+14.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | +0.5% |
| 7D | +3.0% | -5.8% | +8.8% | +2.7% |
| 30D | -30.5% | -22.1% | -8.4% | -31.6% |
| 3M | -35.7% | +10.1% | -45.7% | -34.3% |
| 6M | -29.7% | -6.8% | -22.9% | -28.7% |
| YTD | -28.9% | +8.5% | -37.4% | -26.4% |
| 1Y | -35.9% | -49.7% | +13.9% | -33.9% |
| All | -35.9% | -50.5% | +14.6% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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