+10,157.6%
TYL vs DKS
+6,430.5%
+3,727.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +6.7% | -2.1% | +8.8% | +7.0% |
| 30D | +26.5% | +7.3% | +19.2% | +24.8% |
| 3M | +37.3% | -28.4% | +65.7% | +44.2% |
| 6M | +31.2% | -36.9% | +68.0% | +40.8% |
| YTD | -7.4% | -27.3% | +20.0% | -3.7% |
| 1Y | -9.6% | -33.2% | +23.7% | -4.5% |
| 3Y | +1.9% | +32.2% | -30.3% | -10.0% |
| 5Y | -21.1% | +22.3% | -43.4% | -31.6% |
| 10Y | +171.8% | +230.5% | -58.7% | +73.9% |
| All | +10,157.6% | +6,430.5% | +3,727.1% | +4,614.6% |
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