+56.5%
TEL vs DKS
+13.6%
+42.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.2% |
| 7D | +1.6% | -3.0% | +4.5% | +2.3% |
| 30D | -0.7% | -33.4% | +32.7% | +7.9% |
| 3M | +2.4% | -39.4% | +41.8% | +13.6% |
| 6M | +4.1% | -30.1% | +34.2% | +11.1% |
| YTD | -5.8% | -31.0% | +25.1% | +0.5% |
| 1Y | +0.9% | -40.2% | +41.0% | +11.3% |
| 3Y | +72.6% | +30.9% | +41.7% | +50.3% |
| All | +56.5% | +13.6% | +42.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling