-23.4%
TSLL vs DKNG
-48.3%
+24.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -7.3% | -2.0% | -5.3% | -7.2% |
| 30D | +15.8% | -6.4% | +22.2% | +16.3% |
| 3M | -19.5% | -17.6% | -1.8% | -19.2% |
| 6M | -32.1% | -5.7% | -26.4% | -32.4% |
| YTD | -48.9% | -31.2% | -17.7% | -47.8% |
| 1Y | -23.4% | -48.1% | +24.7% | -19.7% |
| All | -23.4% | -48.3% | +24.9% | -19.7% |
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