-62.0%
DKNG vs TMF
-88.5%
+26.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -1.6% |
| 30D | -6.4% | -4.9% | -1.5% | -6.1% |
| 3M | -17.6% | -13.4% | -4.2% | -16.8% |
| 6M | -5.7% | -23.0% | +17.4% | -3.9% |
| YTD | -31.2% | -20.2% | -11.0% | -30.1% |
| 1Y | -48.1% | -26.5% | -21.6% | -46.9% |
| 3Y | -25.6% | -45.2% | +19.6% | -23.8% |
| 5Y | -62.0% | -88.4% | +26.4% | -66.5% |
| All | -62.0% | -88.5% | +26.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling