+994.6%
DKS vs TMF
-68.9%
+1,063.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +3.0% | -1.4% | +4.4% | +2.8% |
| 30D | -30.5% | -2.8% | -27.7% | -30.6% |
| 3M | -35.7% | -10.9% | -24.8% | -36.5% |
| 6M | -29.7% | -21.3% | -8.4% | -31.6% |
| YTD | -28.9% | -15.9% | -13.0% | -30.1% |
| 1Y | -35.9% | -15.7% | -20.1% | -36.9% |
| 3Y | +28.2% | -43.4% | +71.5% | +21.6% |
| 5Y | +11.8% | -87.8% | +99.6% | -15.9% |
| 10Y | +211.6% | -86.7% | +298.3% | +162.1% |
| All | +994.6% | -68.9% | +1,063.5% | +1,264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling