-17.3%
TEM vs DKS
-32.3%
+15.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +0.9% | +3.0% | -2.1% | +0.6% |
| 30D | +38.4% | -30.5% | +68.9% | +44.9% |
| 3M | +23.7% | -35.7% | +59.3% | +31.2% |
| 6M | +26.0% | -29.7% | +55.7% | +29.6% |
| YTD | +9.4% | -28.9% | +38.3% | +11.4% |
| 1Y | -17.3% | -35.9% | +18.6% | -12.4% |
| All | -17.3% | -32.3% | +15.0% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling