+1,045.5%
TSM vs DKNG
+143.6%
+901.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +6.0% | +1.8% | +4.2% | +5.7% |
| 30D | +4.5% | -0.7% | +5.2% | +4.4% |
| 3M | +3.1% | -3.7% | +6.8% | +2.8% |
| 6M | +30.2% | -5.1% | +35.3% | +29.6% |
| YTD | +45.2% | -30.7% | +75.9% | +52.0% |
| 1Y | +79.6% | -48.5% | +128.0% | +96.9% |
| 3Y | +411.0% | -25.1% | +436.0% | +415.6% |
| 5Y | +290.7% | -62.3% | +353.1% | +292.8% |
| All | +1,045.5% | +143.6% | +901.9% | +694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling