+858.0%
TTMI vs DKS
+27.3%
+830.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +6.0% | -4.7% | +10.8% | +7.4% |
| 30D | -6.4% | -35.1% | +28.6% | +4.1% |
| 3M | -28.9% | -37.7% | +8.8% | -20.5% |
| 6M | +26.9% | -30.7% | +57.6% | +36.5% |
| YTD | +77.3% | -31.9% | +109.2% | +91.2% |
| 1Y | +147.5% | -40.0% | +187.5% | +178.9% |
| All | +858.0% | +27.3% | +830.7% | +686.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling