+802.2%
TTMI vs DKS
+12.8%
+789.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +6.0% | -4.7% | +10.8% | +7.2% |
| 30D | -6.4% | -35.1% | +28.6% | +2.5% |
| 3M | -28.9% | -37.7% | +8.8% | -21.8% |
| 6M | +26.9% | -30.7% | +57.6% | +35.5% |
| YTD | +77.3% | -31.9% | +109.2% | +89.9% |
| 1Y | +147.5% | -40.0% | +187.5% | +174.2% |
| 3Y | +847.6% | +28.4% | +819.2% | +760.7% |
| 5Y | +802.2% | +12.4% | +789.8% | +679.2% |
| All | +802.2% | +12.8% | +789.4% | +679.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling