-20.8%
TSLL vs DKS
-39.1%
+18.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.9% | +12.7% | +9.3% |
| 7D | +5.8% | -0.4% | +6.2% | +5.8% |
| 30D | +21.7% | -36.6% | +58.3% | +40.9% |
| 3M | -28.2% | -37.6% | +9.4% | -17.6% |
| 6M | -29.5% | -32.1% | +2.6% | -23.4% |
| YTD | -47.5% | -32.3% | -15.2% | -43.7% |
| 1Y | -20.8% | -39.5% | +18.7% | -5.2% |
| All | -20.8% | -39.1% | +18.3% | -5.2% |
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