+75.7%
TFC vs DKS
+226.4%
-150.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.5% |
| 7D | +2.3% | +6.3% | -4.0% | +0.5% |
| 30D | +10.8% | +9.3% | +1.5% | +8.0% |
| 3M | -3.8% | -25.3% | +21.5% | +1.9% |
| 6M | +9.6% | -29.2% | +38.8% | +17.1% |
| YTD | +5.8% | -22.7% | +28.5% | +9.9% |
| 1Y | +16.2% | -30.1% | +46.3% | +24.0% |
| 3Y | +96.0% | +45.6% | +50.3% | +61.8% |
| 5Y | +1.7% | +28.5% | -26.8% | -17.4% |
| All | +75.7% | +226.4% | -150.8% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling