+68.7%
DKS vs TSLQ
-97.2%
+165.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | +0.1% |
| 7D | -4.7% | +5.7% | -10.4% | -4.2% |
| 30D | -35.1% | -21.1% | -14.0% | -36.3% |
| 3M | -37.7% | -11.5% | -26.2% | -37.6% |
| 6M | -30.7% | -14.9% | -15.8% | -30.1% |
| YTD | -31.9% | +2.4% | -34.4% | -29.6% |
| 1Y | -40.0% | -49.8% | +9.8% | -41.4% |
| 3Y | +28.4% | -95.8% | +124.2% | +15.4% |
| All | +68.7% | -97.2% | +165.9% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling