-27.5%
DPZ vs TD
+101.6%
-129.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +6.6% | -1.7% | +8.2% | +7.1% |
| 30D | +10.3% | +8.2% | +2.0% | +7.7% |
| 3M | -6.2% | +1.7% | -7.9% | -6.8% |
| 6M | +4.2% | +14.2% | -10.0% | -0.5% |
| YTD | -18.4% | +32.8% | -51.1% | -26.1% |
| 1Y | -14.9% | +55.5% | -70.4% | -27.3% |
| 3Y | -4.6% | +129.6% | -134.3% | -30.3% |
| All | -27.5% | +101.6% | -129.2% | -46.3% |
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