-51.9%
TSLL vs DKNG
+32.6%
-84.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +8.2% |
| 7D | +5.8% | +1.8% | +4.0% | +4.6% |
| 30D | +21.7% | -0.7% | +22.4% | +21.7% |
| 3M | -28.2% | -3.7% | -24.6% | -29.2% |
| 6M | -29.5% | -5.1% | -24.4% | -31.8% |
| YTD | -47.5% | -30.7% | -16.8% | -38.9% |
| 1Y | -20.8% | -48.5% | +27.7% | +10.2% |
| 3Y | -26.7% | -25.1% | -1.7% | -18.4% |
| All | -51.9% | +32.6% | -84.5% | -65.9% |
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