+19.4%
TSN vs DKS
-29.5%
+48.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +5.3% |
| 7D | +8.4% | +8.4% | 0.0% | +8.4% |
| 30D | +16.1% | +7.7% | +8.4% | +16.0% |
| 3M | +3.2% | -25.8% | +28.9% | +2.1% |
| 6M | -11.1% | -31.0% | +19.9% | -12.4% |
| YTD | +5.1% | -23.8% | +28.9% | +3.5% |
| 1Y | +19.4% | -29.8% | +49.2% | +19.0% |
| All | +19.4% | -29.5% | +48.9% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling