+414.0%
TTD vs DKS
+219.2%
+194.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.3% |
| 7D | +20.8% | +3.3% | +17.5% | +19.7% |
| 30D | +27.1% | +5.9% | +21.2% | +24.6% |
| 3M | +14.7% | -27.4% | +42.1% | +24.5% |
| 6M | -26.8% | -32.6% | +5.8% | -19.6% |
| YTD | -59.2% | -24.8% | -34.4% | -57.4% |
| 1Y | -64.7% | -32.8% | -31.8% | -61.6% |
| 3Y | -75.8% | +39.1% | -114.9% | -80.9% |
| 5Y | -84.6% | +25.0% | -109.6% | -87.9% |
| 10Y | +507.9% | +226.2% | +281.7% | +189.5% |
| All | +414.0% | +219.2% | +194.8% | +168.5% |
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