-23.0%
TNA vs DKS
+13.6%
-36.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | 0.0% |
| 7D | -7.3% | -3.0% | -4.3% | -5.4% |
| 30D | -14.2% | -33.4% | +19.2% | +8.4% |
| 3M | -4.6% | -39.4% | +34.8% | +28.5% |
| 6M | +36.9% | -30.1% | +67.0% | +63.2% |
| YTD | +42.5% | -31.0% | +73.5% | +71.0% |
| 1Y | +45.8% | -40.2% | +85.9% | +96.0% |
| 3Y | +104.7% | +30.9% | +73.7% | +40.1% |
| All | -23.0% | +13.6% | -36.7% | -48.8% |
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