+152.4%
DKNG vs TMF
-85.5%
+237.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.0% | -5.1% | +8.1% | +3.2% |
| 30D | -3.0% | -4.6% | +1.6% | -2.9% |
| 3M | -17.6% | -16.6% | -1.0% | -17.2% |
| 6M | -3.2% | -19.9% | +16.6% | -2.8% |
| YTD | -28.2% | -20.2% | -8.1% | -27.9% |
| 1Y | -46.1% | -27.7% | -18.3% | -45.7% |
| 3Y | -22.2% | -43.9% | +21.7% | -21.9% |
| 5Y | -60.4% | -88.4% | +28.0% | -63.5% |
| All | +152.4% | -85.5% | +237.9% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling