+172.6%
TTMI vs DKS
-32.3%
+204.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +8.9% |
| 7D | +5.9% | +3.0% | +2.9% | +5.4% |
| 30D | -4.3% | -30.5% | +26.2% | +1.2% |
| 3M | -32.0% | -35.7% | +3.6% | -26.6% |
| 6M | +19.5% | -29.7% | +49.1% | +24.7% |
| YTD | +82.0% | -28.9% | +110.9% | +88.4% |
| 1Y | +172.6% | -35.9% | +208.5% | +195.7% |
| All | +172.6% | -32.3% | +204.9% | +195.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling