+71.1%
DKS vs TSLQ
-97.2%
+168.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | -3.0% | -6.6% | +3.6% | -3.6% |
| 30D | -33.4% | -24.3% | -9.1% | -34.9% |
| 3M | -39.4% | -3.6% | -35.8% | -38.7% |
| 6M | -30.1% | -12.0% | -18.1% | -29.2% |
| YTD | -31.0% | +1.4% | -32.3% | -28.7% |
| 1Y | -40.2% | -43.6% | +3.4% | -40.9% |
| 3Y | +30.9% | -95.4% | +126.3% | +18.9% |
| All | +71.1% | -97.2% | +168.3% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling