+361.1%
TTD vs DKS
+189.5%
+171.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -4.6% | -2.9% | -1.7% | -3.6% |
| 30D | +3.7% | -37.7% | +41.4% | +19.3% |
| 3M | -30.2% | -38.9% | +8.7% | -19.7% |
| 6M | -51.4% | -31.1% | -20.3% | -47.2% |
| YTD | -63.4% | -31.8% | -31.6% | -60.2% |
| 1Y | -73.5% | -38.0% | -35.5% | -70.5% |
| 3Y | -83.5% | +28.6% | -112.1% | -86.5% |
| 5Y | -80.9% | +12.5% | -93.5% | -84.5% |
| All | +361.1% | +189.5% | +171.6% | +150.6% |
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