+7,984.4%
TTMI vs DKS
+5,981.0%
+2,003.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +4.7% |
| 7D | +12.2% | -0.4% | +12.6% | +12.2% |
| 30D | -5.7% | -36.6% | +30.9% | +6.9% |
| 3M | -27.5% | -37.6% | +10.1% | -18.0% |
| 6M | +47.1% | -32.1% | +79.2% | +61.6% |
| YTD | +87.5% | -32.3% | +119.8% | +105.4% |
| 1Y | +175.2% | -39.5% | +214.7% | +212.7% |
| 3Y | +901.9% | +27.7% | +874.3% | +743.6% |
| 5Y | +843.5% | +15.0% | +828.5% | +662.8% |
| 10Y | +1,077.0% | +192.6% | +884.4% | +453.3% |
| All | +7,984.4% | +5,981.0% | +2,003.4% | +1,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling