+670.1%
TEL vs DKS
+582.9%
+87.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -4.9% | -36.6% | +31.7% | +7.3% |
| 3M | +0.1% | -37.6% | +37.7% | +13.1% |
| 6M | +0.4% | -32.1% | +32.4% | +10.0% |
| YTD | -8.9% | -32.3% | +23.4% | -0.4% |
| 1Y | -0.3% | -39.5% | +39.2% | +12.5% |
| 3Y | +67.6% | +27.7% | +40.0% | +41.0% |
| 5Y | +50.7% | +15.0% | +35.7% | +22.8% |
| 10Y | +288.6% | +192.6% | +96.0% | +95.2% |
| All | +670.1% | +582.9% | +87.2% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling