+1,282.5%
TSEM vs DKS
+203.5%
+1,079.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.4% |
| 7D | -4.9% | -3.0% | -1.9% | -4.3% |
| 30D | -18.7% | -33.4% | +14.6% | -13.3% |
| 3M | -18.1% | -39.4% | +21.2% | -11.3% |
| 6M | +77.1% | -30.1% | +107.2% | +85.9% |
| YTD | +80.1% | -31.0% | +111.1% | +89.1% |
| 1Y | +220.4% | -40.2% | +260.6% | +245.4% |
| 3Y | +650.1% | +30.9% | +619.1% | +585.1% |
| 5Y | +628.9% | +14.0% | +614.9% | +557.0% |
| All | +1,282.5% | +203.5% | +1,079.0% | +862.6% |
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