+1,124.0%
TTMI vs DKS
+203.5%
+920.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +3.0% |
| 7D | +0.7% | -3.0% | +3.6% | +1.3% |
| 30D | -8.4% | -33.4% | +24.9% | -0.8% |
| 3M | -32.5% | -39.4% | +6.9% | -25.5% |
| 6M | +32.5% | -30.1% | +62.6% | +40.9% |
| YTD | +83.2% | -31.0% | +114.2% | +95.1% |
| 1Y | +161.7% | -40.2% | +201.8% | +188.7% |
| 3Y | +890.1% | +30.9% | +859.2% | +787.3% |
| 5Y | +832.4% | +14.0% | +818.4% | +724.6% |
| All | +1,124.0% | +203.5% | +920.5% | +694.5% |
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 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