+2.1%
DKNG vs TPG
+74.1%
-72.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.3% |
| 7D | +3.0% | -9.4% | +12.5% | +9.9% |
| 30D | -3.0% | -5.3% | +2.2% | -0.2% |
| 3M | -17.6% | +12.9% | -30.5% | -25.4% |
| 6M | -3.2% | +20.1% | -23.3% | -17.3% |
| YTD | -28.2% | -22.5% | -5.7% | -17.2% |
| 1Y | -46.1% | -19.7% | -26.4% | -39.8% |
| 3Y | -22.2% | +81.2% | -103.4% | -59.5% |
| All | +2.1% | +74.1% | -72.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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