-2.2%
TT vs DKS
-30.4%
+28.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +0.8% | +9.4% | -8.6% | +0.1% |
| 30D | -11.8% | +9.8% | -21.5% | -12.6% |
| 3M | -11.6% | -29.3% | +17.7% | -7.9% |
| 6M | -9.3% | -32.6% | +23.3% | -5.0% |
| YTD | +8.9% | -22.6% | +31.5% | +11.0% |
| 1Y | -2.2% | -29.8% | +27.6% | +0.4% |
| All | -2.2% | -30.4% | +28.1% | +0.4% |
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