+97.2%
TJX vs DKNG
-60.7%
+157.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.8% |
| 7D | -4.6% | +3.0% | -7.6% | -4.9% |
| 30D | -17.2% | -3.0% | -14.1% | -17.0% |
| 3M | -24.9% | -17.6% | -7.3% | -23.5% |
| 6M | -19.7% | -3.2% | -16.4% | -20.0% |
| YTD | -17.2% | -28.2% | +11.0% | -14.9% |
| 1Y | -9.4% | -46.1% | +36.6% | -4.0% |
| 3Y | +43.1% | -22.2% | +65.3% | +40.8% |
| All | +97.2% | -60.7% | +157.9% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling