+46.6%
TEM vs DKS
-34.9%
+81.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.2% |
| 7D | -8.7% | -3.0% | -5.7% | -7.5% |
| 30D | +8.1% | -33.4% | +41.4% | +26.5% |
| 3M | +19.0% | -39.4% | +58.4% | +46.5% |
| 6M | +12.0% | -30.1% | +42.1% | +23.4% |
| YTD | -0.1% | -31.0% | +30.9% | +9.9% |
| 1Y | -33.5% | -40.2% | +6.6% | -20.0% |
| All | +46.6% | -34.9% | +81.5% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling