-39.5%
DKS vs TMF
-21.2%
-18.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -36.6% | -1.8% | -34.8% | -36.5% |
| 3M | -37.6% | -8.2% | -29.4% | -36.6% |
| 6M | -32.1% | -19.5% | -12.6% | -31.4% |
| YTD | -32.3% | -16.0% | -16.4% | -31.4% |
| 1Y | -39.5% | -22.5% | -17.0% | -37.5% |
| All | -39.5% | -21.2% | -18.3% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling