-29.5%
DKS vs TLN
-1.4%
-28.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.1% | -0.5% |
| 7D | +1.3% | +15.9% | -14.6% | +0.7% |
| 30D | +8.9% | -0.3% | +9.2% | +9.0% |
| 3M | -26.4% | +5.8% | -32.2% | -26.8% |
| 6M | -31.1% | -1.2% | -29.8% | -31.5% |
| YTD | -22.8% | +1.0% | -23.8% | -23.2% |
| 1Y | -29.5% | +1.1% | -30.6% | -29.8% |
| All | -29.5% | -1.4% | -28.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling