+0.5%
TFC vs DKS
+25.2%
-24.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +0.1% | +3.3% | -3.2% | -0.7% |
| 30D | +8.6% | +5.9% | +2.7% | +7.1% |
| 3M | -4.3% | -27.4% | +23.1% | +1.3% |
| 6M | +5.4% | -32.6% | +38.0% | +13.2% |
| YTD | +4.5% | -24.8% | +29.3% | +8.8% |
| 1Y | +14.0% | -32.8% | +46.8% | +21.9% |
| 3Y | +93.4% | +39.1% | +54.3% | +65.7% |
| 5Y | +0.5% | +25.0% | -24.5% | -17.3% |
| All | +0.5% | +25.2% | -24.7% | -17.3% |
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