-14.9%
DPZ vs TKO
+4.4%
-19.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.3% |
| 7D | +6.6% | +5.7% | +0.8% | +5.9% |
| 30D | +10.3% | +6.9% | +3.4% | +9.4% |
| 3M | -6.2% | +2.4% | -8.6% | -6.4% |
| 6M | +4.2% | +1.1% | +3.2% | +3.8% |
| YTD | -18.4% | -7.5% | -10.9% | -18.4% |
| 1Y | -14.9% | +7.2% | -22.1% | -16.7% |
| All | -14.9% | +4.4% | -19.3% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling