+161.7%
TTMI vs DKS
-39.2%
+200.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +3.2% |
| 7D | +0.7% | -3.0% | +3.6% | +1.0% |
| 30D | -8.4% | -33.4% | +24.9% | -2.1% |
| 3M | -32.5% | -39.4% | +6.9% | -25.7% |
| 6M | +32.5% | -30.1% | +62.6% | +37.4% |
| YTD | +83.2% | -31.0% | +114.2% | +90.3% |
| 1Y | +161.7% | -40.2% | +201.8% | +191.3% |
| All | +161.7% | -39.2% | +200.9% | +191.3% |
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