+183.3%
TYL vs DKS
+235.2%
-51.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +25.2% | +8.9% | +16.3% | +23.6% |
| 3M | +31.8% | -26.4% | +58.1% | +36.3% |
| 6M | +36.3% | -31.1% | +67.3% | +42.0% |
| YTD | -6.3% | -22.8% | +16.5% | -4.3% |
| 1Y | -9.5% | -29.5% | +20.0% | -6.4% |
| 3Y | +1.6% | +42.8% | -41.2% | -8.8% |
| 5Y | -21.8% | +29.2% | -50.9% | -31.3% |
| 10Y | +183.3% | +235.0% | -51.7% | +108.5% |
| All | +183.3% | +235.2% | -51.9% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling