+76.5%
TNA vs DKS
+206.3%
-129.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.7% |
| 7D | -7.3% | -2.0% | -5.2% | -6.0% |
| 30D | -14.2% | -32.7% | +18.6% | +7.8% |
| 3M | -4.6% | -38.8% | +34.2% | +27.7% |
| 6M | +36.9% | -29.4% | +66.4% | +62.9% |
| YTD | +42.5% | -30.3% | +72.9% | +70.8% |
| 1Y | +45.8% | -39.6% | +85.4% | +95.0% |
| 3Y | +104.7% | +32.2% | +72.5% | +44.3% |
| 5Y | -21.7% | +15.1% | -36.8% | -41.5% |
| All | +76.5% | +206.3% | -129.8% | -45.7% |
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