+122.7%
TT vs DKS
+28.7%
+94.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | -7.3% | -36.6% | +29.3% | -0.4% |
| 3M | -2.6% | -37.6% | +35.0% | +4.8% |
| 6M | +5.9% | -32.1% | +38.0% | +11.6% |
| YTD | +15.4% | -32.3% | +47.7% | +21.5% |
| 1Y | +8.2% | -39.5% | +47.7% | +16.2% |
| 3Y | +122.7% | +27.7% | +95.0% | +94.9% |
| All | +122.7% | +28.7% | +94.0% | +94.9% |
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