-6.8%
TSN vs DKS
+203.5%
-210.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +3.0% | -3.0% | +6.0% | +3.4% |
| 30D | -4.2% | -33.4% | +29.2% | +0.2% |
| 3M | -3.9% | -39.4% | +35.5% | +1.7% |
| 6M | -9.8% | -30.1% | +20.3% | -6.9% |
| YTD | -7.3% | -31.0% | +23.7% | -4.3% |
| 1Y | -2.2% | -40.2% | +38.0% | +2.8% |
| 3Y | +11.9% | +30.9% | -19.1% | +0.7% |
| 5Y | -16.9% | +14.0% | -31.0% | -26.3% |
| All | -6.8% | +203.5% | -210.3% | -41.4% |
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 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