-5.8%
TDG vs DKS
-29.5%
+23.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | 0.0% |
| 7D | +7.1% | +8.4% | -1.4% | +6.2% |
| 30D | +11.4% | +7.7% | +3.7% | +10.5% |
| 3M | -4.6% | -25.8% | +21.2% | -2.7% |
| 6M | +5.8% | -31.0% | +36.9% | +8.6% |
| YTD | -8.5% | -23.8% | +15.3% | -6.3% |
| 1Y | -5.8% | -29.8% | +24.0% | -3.7% |
| All | -5.8% | -29.5% | +23.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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