+43.1%
TJX vs DKNG
-23.0%
+66.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.6% |
| 7D | -4.6% | +3.0% | -7.6% | -4.8% |
| 30D | -17.2% | -3.0% | -14.1% | -17.0% |
| 3M | -24.9% | -17.6% | -7.3% | -24.0% |
| 6M | -19.7% | -3.2% | -16.4% | -19.8% |
| YTD | -17.2% | -28.2% | +11.0% | -15.4% |
| 1Y | -9.4% | -46.1% | +36.6% | -5.0% |
| 3Y | +43.1% | -22.2% | +65.3% | +39.4% |
| All | +43.1% | -23.0% | +66.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 3y: compounded portfolio wealth divided by compounded DKNG 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…
3y analysis · Full analysis span regression · 6 months rolling