+152.4%
DKNG vs TTMI
+1,175.9%
-1,023.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +1.0% | +3.6% |
| 7D | +3.0% | +0.7% | +2.4% | +2.9% |
| 30D | -3.0% | -8.4% | +5.4% | -1.6% |
| 3M | -17.6% | -32.5% | +14.9% | -11.9% |
| 6M | -3.2% | +32.5% | -35.7% | -18.8% |
| YTD | -28.2% | +83.2% | -111.5% | -48.1% |
| 1Y | -46.1% | +161.7% | -207.7% | -67.0% |
| 3Y | -22.2% | +890.1% | -912.3% | -74.2% |
| 5Y | -60.4% | +832.4% | -892.8% | -86.9% |
| All | +152.4% | +1,175.9% | -1,023.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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