+141.9%
DKNG vs TSEM
+1,006.2%
-864.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -6.4% | -16.6% | +10.2% | -2.7% |
| 3M | -17.6% | -10.9% | -6.7% | -18.3% |
| 6M | -5.7% | +78.0% | -83.7% | -28.5% |
| YTD | -31.2% | +77.2% | -108.4% | -48.9% |
| 1Y | -48.1% | +207.6% | -255.6% | -69.2% |
| 3Y | -25.6% | +637.8% | -663.4% | -70.2% |
| 5Y | -62.0% | +617.0% | -679.0% | -84.5% |
| All | +141.9% | +1,006.2% | -864.2% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling