+16,768.3%
TSM vs DKS
+6,292.4%
+10,475.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.7% | +3.0% | -0.3% | +1.9% |
| 30D | +3.6% | -30.5% | +34.1% | +11.6% |
| 3M | -3.4% | -35.7% | +32.3% | +5.8% |
| 6M | +20.6% | -29.7% | +50.3% | +28.4% |
| YTD | +41.9% | -28.9% | +70.7% | +50.4% |
| 1Y | +84.4% | -35.9% | +120.2% | +100.6% |
| 3Y | +380.2% | +28.2% | +352.1% | +321.8% |
| 5Y | +275.3% | +11.8% | +263.5% | +224.8% |
| 10Y | +1,751.4% | +211.6% | +1,539.8% | +966.7% |
| All | +16,768.3% | +6,292.4% | +10,475.9% | +3,289.5% |
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