+124.3%
TDG vs DKS
+13.6%
+110.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -1.9% | -3.0% | +1.1% | -1.3% |
| 30D | -7.7% | -33.4% | +25.7% | -1.7% |
| 3M | -9.3% | -39.4% | +30.0% | -1.8% |
| 6M | -9.4% | -30.1% | +20.7% | -4.9% |
| YTD | -14.3% | -31.0% | +16.7% | -10.0% |
| 1Y | -11.8% | -40.2% | +28.3% | -5.2% |
| 3Y | +52.0% | +30.9% | +21.0% | +30.8% |
| All | +124.3% | +13.6% | +110.6% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling