-44.0%
TSLL vs DKS
-29.9%
-14.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +0.5% | +1.3% | -0.8% | +0.4% |
| 30D | +2.7% | +8.9% | -6.2% | +0.8% |
| 3M | +26.3% | -26.4% | +52.6% | +36.5% |
| 6M | -37.2% | -31.1% | -6.1% | -31.5% |
| YTD | -44.2% | -22.8% | -21.4% | -42.8% |
| 1Y | -44.0% | -29.5% | -14.5% | -39.2% |
| All | -44.0% | -29.9% | -14.0% | -39.2% |
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 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