+376.4%
TTD vs DKS
+195.9%
+180.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.8% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | +6.3% | -32.7% | +39.0% | +19.1% |
| 3M | -24.1% | -38.8% | +14.7% | -12.7% |
| 6M | -47.4% | -29.4% | -18.0% | -43.4% |
| YTD | -62.2% | -30.3% | -31.9% | -59.2% |
| 1Y | -68.3% | -39.6% | -28.7% | -64.2% |
| 3Y | -83.4% | +32.2% | -115.6% | -86.6% |
| 5Y | -80.3% | +15.1% | -95.4% | -84.1% |
| All | +376.4% | +195.9% | +180.5% | +157.0% |
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