+251.9%
TFC vs DKS
+6,654.9%
-6,403.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | +8.6% | +5.9% | +2.7% | +6.4% |
| 3M | -4.3% | -27.4% | +23.1% | +3.2% |
| 6M | +5.4% | -32.6% | +38.0% | +15.8% |
| YTD | +4.5% | -24.8% | +29.3% | +10.2% |
| 1Y | +14.0% | -32.8% | +46.8% | +24.5% |
| 3Y | +93.4% | +39.1% | +54.3% | +56.1% |
| 5Y | +0.5% | +25.0% | -24.5% | -21.3% |
| 10Y | +77.7% | +226.2% | -148.5% | -15.8% |
| All | +251.9% | +6,654.9% | -6,403.1% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling