+5.4%
TEM vs DKS
-30.6%
+36.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.8% | -8.4% | -5.7% |
| 7D | -5.9% | +6.3% | -12.2% | -6.0% |
| 30D | +4.8% | +9.3% | -4.5% | +4.5% |
| 3M | +31.9% | -25.3% | +57.2% | +37.2% |
| 6M | +56.0% | -29.2% | +85.2% | +61.5% |
| YTD | +21.3% | -22.7% | +44.0% | +22.0% |
| 1Y | +5.4% | -30.1% | +35.5% | +8.9% |
| All | +5.4% | -30.6% | +36.0% | +8.9% |
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