-6.5%
DPZ vs TKO
+152.5%
-159.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | -2.5% | +2.6% | -5.1% | -2.9% |
| 30D | +12.5% | +11.6% | +0.9% | +10.6% |
| 3M | -5.2% | -0.1% | -5.1% | -5.3% |
| 6M | +8.8% | +6.7% | +2.1% | +7.3% |
| YTD | -18.7% | -6.0% | -12.6% | -18.5% |
| 1Y | -15.7% | +8.5% | -24.2% | -17.7% |
| All | -6.5% | +152.5% | -159.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling