+104.9%
TYL vs DKS
+196.9%
-92.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.7% |
| 7D | -7.6% | -0.4% | -7.2% | -7.5% |
| 30D | +11.3% | -36.6% | +47.9% | +17.9% |
| 3M | +14.5% | -37.6% | +52.1% | +21.5% |
| 6M | -7.1% | -32.1% | +24.9% | -3.1% |
| YTD | -23.4% | -32.3% | +8.9% | -20.1% |
| 1Y | -38.6% | -39.5% | +0.9% | -35.0% |
| 3Y | -11.3% | +27.7% | -39.0% | -19.0% |
| 5Y | -28.0% | +15.0% | -43.0% | -35.6% |
| 10Y | +104.9% | +192.6% | -87.7% | +55.5% |
| All | +104.9% | +196.9% | -92.0% | +55.5% |
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