+141.9%
DKNG vs TFC
+35.6%
+106.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -2.0% | -2.5% | +0.5% | -0.8% |
| 30D | -6.4% | -2.8% | -3.6% | -5.2% |
| 3M | -17.6% | +2.1% | -19.8% | -18.9% |
| 6M | -5.7% | +10.1% | -15.8% | -11.1% |
| YTD | -31.2% | +5.4% | -36.6% | -33.9% |
| 1Y | -48.1% | +16.3% | -64.4% | -52.5% |
| 3Y | -25.6% | +95.9% | -121.4% | -48.0% |
| 5Y | -62.0% | +16.0% | -78.0% | -66.6% |
| All | +141.9% | +35.6% | +106.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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