+135.7%
TT vs DKS
+27.3%
+108.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.7% |
| 7D | +1.7% | +3.8% | -2.1% | +0.9% |
| 30D | -11.8% | +8.1% | -19.9% | -13.5% |
| 3M | -12.6% | -28.6% | +16.0% | -7.7% |
| 6M | -9.4% | -33.6% | +24.2% | -3.0% |
| YTD | +8.8% | -23.8% | +32.6% | +12.3% |
| 1Y | -2.5% | -30.7% | +28.2% | +2.7% |
| 3Y | +95.7% | +41.5% | +54.1% | +66.4% |
| 5Y | +135.7% | +23.0% | +112.7% | +93.1% |
| All | +135.7% | +27.3% | +108.5% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling