+45.9%
TEM vs DKS
-35.8%
+81.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -9.2% | -4.7% | -4.4% | -7.2% |
| 30D | +5.5% | -35.1% | +40.5% | +25.1% |
| 3M | +18.7% | -37.7% | +56.4% | +43.1% |
| 6M | +15.4% | -30.7% | +46.1% | +27.5% |
| YTD | -0.5% | -31.9% | +31.4% | +10.0% |
| 1Y | -24.8% | -40.0% | +15.2% | -10.1% |
| All | +45.9% | -35.8% | +81.8% | +66.4% |
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 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