+199.6%
DKS vs TCOM
-9.8%
+209.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -2.0% | -4.9% | +2.9% | -1.2% |
| 30D | -32.7% | -14.4% | -18.3% | -30.9% |
| 3M | -38.8% | -17.7% | -21.1% | -36.9% |
| 6M | -29.4% | -25.1% | -4.3% | -26.1% |
| YTD | -30.3% | -45.7% | +15.4% | -22.9% |
| 1Y | -39.6% | -47.9% | +8.3% | -32.7% |
| 3Y | +32.2% | +8.9% | +23.2% | +24.8% |
| 5Y | +15.1% | +26.9% | -11.7% | -0.3% |
| All | +199.6% | -9.8% | +209.4% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling