+154.5%
DPZ vs TKO
+917.2%
-762.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -2.5% | +0.7% | -3.3% | -2.7% |
| 30D | -7.0% | +1.6% | -8.6% | -7.2% |
| 3M | +11.6% | -7.8% | +19.4% | +12.7% |
| 6M | -15.2% | -13.3% | -1.9% | -13.7% |
| YTD | -17.2% | -10.3% | -7.0% | -16.4% |
| 1Y | -24.8% | -0.6% | -24.2% | -25.3% |
| 3Y | -8.7% | +88.5% | -97.2% | -18.6% |
| 5Y | -28.9% | +284.7% | -313.6% | -44.1% |
| All | +154.5% | +917.2% | -762.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling