+11.6%
TSN vs DKS
+226.4%
-214.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | -1.4% | +6.3% | -7.7% | -2.3% |
| 30D | +8.5% | +9.3% | -0.8% | +7.1% |
| 3M | +5.3% | -25.3% | +30.6% | +8.3% |
| 6M | -10.5% | -29.2% | +18.7% | -7.6% |
| YTD | +3.0% | -22.7% | +25.7% | +4.5% |
| 1Y | +12.1% | -30.1% | +42.2% | +15.4% |
| 3Y | +43.1% | +45.6% | -2.5% | +26.9% |
| 5Y | -15.1% | +28.5% | -43.6% | -25.8% |
| All | +11.6% | +226.4% | -214.9% | -34.0% |
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 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