+38.5%
TNA vs DKS
-29.5%
+68.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +2.0% |
| 7D | +2.4% | +8.4% | -6.0% | -0.2% |
| 30D | -0.9% | +7.7% | -8.6% | -3.5% |
| 3M | -19.2% | -25.8% | +6.5% | -10.8% |
| 6M | -0.8% | -31.0% | +30.2% | +12.8% |
| YTD | +33.2% | -23.8% | +57.0% | +39.6% |
| 1Y | +38.5% | -29.8% | +68.3% | +51.1% |
| All | +38.5% | -29.5% | +68.0% | +51.1% |
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 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