+404.5%
TSM vs DKNG
-23.0%
+427.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.3% |
| 7D | +1.0% | +3.0% | -2.0% | +0.3% |
| 30D | +1.0% | -3.0% | +4.0% | +1.4% |
| 3M | +2.9% | -17.6% | +20.5% | +6.8% |
| 6M | +22.8% | -3.2% | +26.1% | +21.4% |
| YTD | +43.3% | -28.2% | +71.5% | +52.6% |
| 1Y | +69.2% | -46.1% | +115.2% | +94.6% |
| 3Y | +404.5% | -22.2% | +426.7% | +402.3% |
| All | +404.5% | -23.0% | +427.5% | +402.3% |
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