+198.3%
DKS vs TMF
-86.2%
+284.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.9% |
| 30D | -37.7% | -1.0% | -36.7% | -37.7% |
| 3M | -38.9% | -11.3% | -27.6% | -39.3% |
| 6M | -31.1% | -22.7% | -8.4% | -32.0% |
| YTD | -31.8% | -17.3% | -14.5% | -32.4% |
| 1Y | -38.0% | -22.5% | -15.6% | -38.8% |
| 3Y | +28.6% | -43.2% | +71.8% | +25.3% |
| 5Y | +12.5% | -88.3% | +100.9% | -9.8% |
| 10Y | +198.3% | -86.0% | +284.4% | +176.7% |
| All | +198.3% | -86.2% | +284.5% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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