+132.0%
DPZ vs TD
+302.8%
-170.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -3.5% | -3.1% | -0.5% | -3.0% |
| 30D | +5.7% | +6.7% | -1.0% | +4.4% |
| 3M | -7.5% | +3.1% | -10.6% | -8.1% |
| 6M | +6.2% | +17.6% | -11.4% | +2.6% |
| YTD | -19.8% | +34.8% | -54.6% | -24.8% |
| 1Y | -18.0% | +55.6% | -73.6% | -25.4% |
| 3Y | -8.8% | +133.1% | -141.9% | -24.1% |
| 5Y | -30.2% | +104.7% | -134.9% | -41.0% |
| 10Y | +132.0% | +303.6% | -171.5% | +92.1% |
| All | +132.0% | +302.8% | -170.8% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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