+420.9%
TTD vs DKS
+228.0%
+192.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.4% |
| 7D | +21.3% | +6.3% | +15.0% | +18.9% |
| 30D | +28.7% | +9.3% | +19.4% | +24.8% |
| 3M | +7.7% | -25.3% | +33.0% | +15.7% |
| 6M | -23.5% | -29.2% | +5.7% | -17.4% |
| YTD | -58.7% | -22.7% | -36.0% | -57.2% |
| 1Y | -63.4% | -30.1% | -33.3% | -60.8% |
| 3Y | -75.3% | +45.6% | -120.9% | -80.8% |
| 5Y | -84.4% | +28.5% | -112.8% | -87.9% |
| 10Y | +516.1% | +235.2% | +280.9% | +190.6% |
| All | +420.9% | +228.0% | +192.9% | +169.6% |
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