+9.2%
TT vs DKS
-32.3%
+41.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -0.2% | +3.0% | -3.2% | -0.5% |
| 30D | -7.4% | -30.5% | +23.2% | -3.8% |
| 3M | -3.2% | -35.7% | +32.5% | +1.8% |
| 6M | +1.1% | -29.7% | +30.8% | +4.3% |
| YTD | +15.6% | -28.9% | +44.5% | +19.0% |
| 1Y | +9.2% | -35.9% | +45.0% | +13.7% |
| All | +9.2% | -32.3% | +41.5% | +13.7% |
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