-2.8%
TSLL vs DKS
+40.7%
-43.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +4.8% |
| 7D | +33.0% | +3.3% | +29.7% | +30.7% |
| 30D | +7.7% | +5.9% | +1.8% | +3.7% |
| 3M | +34.7% | -27.4% | +62.2% | +55.3% |
| 6M | -31.5% | -32.6% | +1.1% | -17.9% |
| YTD | -42.4% | -24.8% | -17.5% | -37.4% |
| 1Y | -39.7% | -32.8% | -6.8% | -28.6% |
| All | -2.8% | +40.7% | -43.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling