+6,129.2%
TT vs DKS
+6,292.4%
-163.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | 0.0% | +3.0% | -3.0% | -0.9% |
| 30D | -7.2% | -30.5% | +23.4% | +1.0% |
| 3M | -3.0% | -35.7% | +32.7% | +7.7% |
| 6M | +1.4% | -29.7% | +31.0% | +9.1% |
| YTD | +15.9% | -28.9% | +44.7% | +23.9% |
| 1Y | +9.4% | -35.9% | +45.3% | +19.9% |
| 3Y | +124.4% | +28.2% | +96.2% | +89.7% |
| 5Y | +138.0% | +11.8% | +126.2% | +97.6% |
| 10Y | +886.4% | +211.6% | +674.8% | +402.9% |
| All | +6,129.2% | +6,292.4% | -163.2% | +1,268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling