-5.9%
TSLL vs DKNG
-43.4%
+37.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.3% | +5.0% |
| 7D | +0.5% | -15.0% | +15.5% | +6.0% |
| 30D | +2.7% | -0.1% | +2.8% | -2.1% |
| 3M | +26.3% | -22.5% | +48.8% | +38.3% |
| 6M | -37.2% | -19.9% | -17.3% | -36.2% |
| YTD | -44.2% | -43.0% | -1.2% | -29.1% |
| 1Y | -44.0% | -35.6% | -8.4% | -36.8% |
| All | -5.9% | -43.4% | +37.5% | +22.4% |
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