+34.6%
DKS vs TMF
-41.6%
+76.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | -30.5% | -2.8% | -27.7% | -30.5% |
| 3M | -35.7% | -10.9% | -24.8% | -35.2% |
| 6M | -29.7% | -21.3% | -8.4% | -28.7% |
| YTD | -28.9% | -15.9% | -13.0% | -28.2% |
| 1Y | -35.9% | -15.7% | -20.1% | -35.3% |
| All | +34.6% | -41.6% | +76.2% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling