+1,672.6%
TSM vs DKS
+217.6%
+1,455.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | +14.8% | +3.3% | +11.6% | +14.1% |
| 30D | -8.9% | +5.9% | -14.8% | -10.2% |
| 3M | -5.3% | -27.4% | +22.2% | -0.8% |
| 6M | +2.6% | -32.6% | +35.2% | +8.5% |
| YTD | +34.5% | -24.8% | +59.3% | +38.6% |
| 1Y | +41.0% | -32.8% | +73.8% | +48.7% |
| 3Y | +333.1% | +39.1% | +294.1% | +290.0% |
| 5Y | +270.1% | +25.0% | +245.1% | +227.2% |
| All | +1,672.6% | +217.6% | +1,455.0% | +1,109.2% |
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