+152.4%
DKNG vs TSEM
+1,024.5%
-872.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.9% |
| 7D | +3.0% | -4.9% | +7.9% | +4.3% |
| 30D | -3.0% | -18.7% | +15.7% | +1.6% |
| 3M | -17.6% | -18.1% | +0.5% | -16.2% |
| 6M | -3.2% | +77.1% | -80.3% | -26.4% |
| YTD | -28.2% | +80.1% | -108.3% | -46.9% |
| 1Y | -46.1% | +220.4% | -266.5% | -68.4% |
| 3Y | -22.2% | +650.1% | -672.2% | -69.0% |
| 5Y | -60.4% | +628.9% | -689.3% | -83.9% |
| All | +152.4% | +1,024.5% | -872.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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