+285.0%
TSM vs DKS
+15.5%
+269.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | +4.8% | -2.9% | +7.7% | +5.4% |
| 30D | +4.0% | -37.7% | +41.7% | +14.9% |
| 3M | +2.0% | -38.9% | +40.9% | +12.7% |
| 6M | +25.5% | -31.1% | +56.6% | +33.3% |
| YTD | +44.0% | -31.8% | +75.8% | +53.3% |
| 1Y | +75.4% | -38.0% | +113.5% | +91.4% |
| 3Y | +406.7% | +28.6% | +378.1% | +350.3% |
| 5Y | +285.0% | +12.5% | +272.4% | +224.4% |
| All | +285.0% | +15.5% | +269.5% | +224.4% |
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