+957.3%
TT vs DKS
+197.0%
+760.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -6.7% | -37.7% | +31.1% | +1.8% |
| 3M | -5.4% | -38.9% | +33.5% | +3.4% |
| 6M | +4.4% | -31.1% | +35.5% | +10.7% |
| YTD | +14.9% | -31.8% | +46.7% | +22.0% |
| 1Y | +9.3% | -38.0% | +47.3% | +18.0% |
| 3Y | +121.7% | +28.6% | +93.1% | +96.5% |
| 5Y | +148.2% | +12.5% | +135.6% | +116.9% |
| 10Y | +957.3% | +198.3% | +758.9% | +557.1% |
| All | +957.3% | +197.0% | +760.2% | +557.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling