+33.6%
TTMI vs DKS
-30.7%
+64.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +3.2% |
| 7D | +12.2% | -0.4% | +12.6% | +12.1% |
| 30D | -5.7% | -36.6% | +30.9% | -0.5% |
| 3M | -27.5% | -37.6% | +10.1% | -24.2% |
| All | +33.6% | -30.7% | +64.3% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling