+132.0%
DPZ vs TKO
+1,194.7%
-1,062.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -3.5% | +3.1% | -6.7% | -4.0% |
| 30D | +5.7% | +15.0% | -9.3% | +3.5% |
| 3M | -7.5% | +2.9% | -10.3% | -8.0% |
| 6M | +6.2% | +9.0% | -2.8% | +4.5% |
| YTD | -19.8% | -3.4% | -16.4% | -19.9% |
| 1Y | -18.0% | +12.8% | -30.8% | -20.1% |
| 3Y | -8.8% | +158.0% | -166.7% | -22.3% |
| 5Y | -30.2% | +285.4% | -315.6% | -45.3% |
| 10Y | +132.0% | +1,160.4% | -1,028.4% | +69.3% |
| All | +132.0% | +1,194.7% | -1,062.7% | +69.3% |
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