-23.4%
TSLL vs DKS
-32.3%
+9.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.7% |
| 7D | +1.9% | +3.0% | -1.1% | +1.1% |
| 30D | +17.8% | -30.5% | +48.3% | +31.6% |
| 3M | -37.0% | -35.7% | -1.3% | -27.8% |
| 6M | -37.7% | -29.7% | -8.0% | -32.5% |
| YTD | -51.4% | -28.9% | -22.5% | -48.4% |
| 1Y | -23.4% | -35.9% | +12.5% | -9.8% |
| All | -23.4% | -32.3% | +9.0% | -9.8% |
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 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