-28.9%
DPZ vs TD
+101.4%
-130.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +15.5% | +5.2% | +10.3% | +13.8% |
| 3M | -2.0% | +1.2% | -3.2% | -2.5% |
| 6M | +12.1% | +17.7% | -5.6% | +6.0% |
| YTD | -16.6% | +34.2% | -50.8% | -24.7% |
| 1Y | -14.6% | +55.4% | -70.0% | -26.9% |
| 3Y | -4.1% | +130.4% | -134.5% | -29.9% |
| All | -28.9% | +101.4% | -130.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling