-31.5%
TSLL vs DKNG
-21.9%
-9.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +3.1% |
| 7D | +33.0% | -18.7% | +51.7% | +30.7% |
| 30D | +7.7% | -3.0% | +10.7% | +5.0% |
| 3M | +34.7% | -25.0% | +59.8% | +31.2% |
| 6M | -31.5% | -22.3% | -9.2% | -30.9% |
| All | -31.5% | -21.9% | -9.6% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling