+76.5%
TXN vs DKS
+29.1%
+47.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.5% |
| 7D | +4.0% | -3.0% | +6.9% | +4.7% |
| 30D | -2.9% | -33.4% | +30.5% | +5.9% |
| 3M | -9.1% | -39.4% | +30.3% | +1.5% |
| 6M | +36.6% | -30.1% | +66.7% | +45.3% |
| YTD | +57.5% | -31.0% | +88.4% | +67.8% |
| 1Y | +49.5% | -40.2% | +89.7% | +66.0% |
| 3Y | +76.5% | +30.9% | +45.6% | +52.1% |
| All | +76.5% | +29.1% | +47.4% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling