-46.0%
TSLL vs DKNG
-21.6%
-24.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.4% | -11.7% | -6.6% |
| 7D | -9.4% | +13.8% | -23.3% | -10.2% |
| 30D | +1.6% | +17.9% | -16.3% | +0.5% |
| 3M | +29.4% | -2.1% | +31.5% | +29.0% |
| 6M | -20.1% | -2.0% | -18.2% | -20.9% |
| YTD | -44.5% | -32.9% | -11.6% | -46.2% |
| 1Y | -46.0% | -19.2% | -26.8% | -46.4% |
| All | -46.0% | -21.6% | -24.4% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling