+1,239.7%
TNA vs DKS
+1,774.7%
-535.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.8% |
| 7D | -3.6% | -2.9% | -0.7% | -1.2% |
| 30D | -10.1% | -37.7% | +27.7% | +26.2% |
| 3M | +2.7% | -38.9% | +41.6% | +45.2% |
| 6M | +38.4% | -31.1% | +69.5% | +72.8% |
| YTD | +45.4% | -31.8% | +77.2% | +82.5% |
| 1Y | +55.9% | -38.0% | +94.0% | +112.7% |
| 3Y | +109.8% | +28.6% | +81.2% | +34.4% |
| 5Y | -22.5% | +12.5% | -35.0% | -48.3% |
| 10Y | +87.5% | +198.3% | -110.8% | -61.3% |
| All | +1,239.7% | +1,774.7% | -535.0% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling