+264.3%
TFC vs DKS
+6,292.4%
-6,028.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | +3.0% | -0.6% | +1.4% |
| 30D | -1.3% | -30.5% | +29.2% | +8.5% |
| 3M | +6.1% | -35.7% | +41.8% | +19.4% |
| 6M | +7.3% | -29.7% | +37.0% | +16.7% |
| YTD | +8.2% | -28.9% | +37.1% | +16.9% |
| 1Y | +14.4% | -35.9% | +50.3% | +27.2% |
| 3Y | +93.7% | +28.2% | +65.6% | +61.6% |
| 5Y | +16.4% | +11.8% | +4.6% | -5.3% |
| 10Y | +101.6% | +211.6% | -110.0% | -2.7% |
| All | +264.3% | +6,292.4% | -6,028.2% | -9.2% |
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