-2.2%
TSN vs DKS
-39.2%
+37.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.0% |
| 7D | +3.0% | -3.0% | +6.0% | +3.0% |
| 30D | -4.2% | -33.4% | +29.2% | -5.0% |
| 3M | -3.9% | -39.4% | +35.5% | -5.3% |
| 6M | -9.8% | -30.1% | +20.3% | -10.5% |
| YTD | -7.3% | -31.0% | +23.7% | -8.5% |
| 1Y | -2.2% | -40.2% | +38.0% | -2.5% |
| All | -2.2% | -39.2% | +37.0% | -2.5% |
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 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