-22.2%
DKNG vs TMF
-44.0%
+21.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.1% |
| 6M | -3.2% | -19.9% | +16.6% | -2.6% |
| YTD | -28.2% | -20.2% | -8.1% | -27.7% |
| 1Y | -46.1% | -27.7% | -18.3% | -45.5% |
| 3Y | -22.2% | -43.9% | +21.7% | -24.3% |
| All | -22.2% | -44.0% | +21.8% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling