+616.3%
TSN vs DKS
+6,292.4%
-5,676.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -6.3% | +3.0% | -9.3% | -6.9% |
| 30D | -10.8% | -30.5% | +19.7% | -5.3% |
| 3M | -8.8% | -35.7% | +26.9% | -1.7% |
| 6M | -16.8% | -29.7% | +12.9% | -12.6% |
| YTD | -10.0% | -28.9% | +18.9% | -6.1% |
| 1Y | -5.3% | -35.9% | +30.6% | +0.6% |
| 3Y | +8.5% | +28.2% | -19.6% | -5.5% |
| 5Y | -22.9% | +11.8% | -34.7% | -34.3% |
| 10Y | -12.6% | +211.6% | -224.2% | -49.2% |
| All | +616.3% | +6,292.4% | -5,676.2% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling