+346.2%
TSM vs DKS
+44.5%
+301.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.3% |
| 7D | +4.4% | +1.3% | +3.1% | +4.2% |
| 30D | -7.0% | +8.9% | -15.9% | -9.0% |
| 3M | -1.8% | -26.4% | +24.6% | +4.2% |
| 6M | +2.7% | -31.1% | +33.7% | +10.0% |
| YTD | +37.1% | -22.8% | +59.9% | +40.8% |
| 1Y | +43.5% | -29.5% | +73.0% | +51.4% |
| All | +346.2% | +44.5% | +301.6% | +310.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling