-19.7%
TSN vs DKS
+15.5%
-35.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -7.3% | -2.9% | -4.4% | -7.1% |
| 30D | -8.6% | -37.7% | +29.1% | -5.7% |
| 3M | -7.5% | -38.9% | +31.4% | -4.5% |
| 6M | -14.1% | -31.1% | +17.0% | -12.5% |
| YTD | -9.4% | -31.8% | +22.4% | -7.8% |
| 1Y | -4.1% | -38.0% | +34.0% | -1.6% |
| 3Y | +10.3% | +28.6% | -18.3% | +1.3% |
| 5Y | -19.7% | +12.5% | -32.3% | -27.7% |
| All | -19.7% | +15.5% | -35.2% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling