-25.8%
DPZ vs TD
+103.3%
-129.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.5% |
| 7D | +9.5% | -3.2% | +12.7% | +10.5% |
| 30D | +12.8% | +4.9% | +7.9% | +11.2% |
| 3M | -6.2% | +2.3% | -8.5% | -7.0% |
| 6M | +4.3% | +17.8% | -13.5% | -1.5% |
| YTD | -16.6% | +33.5% | -50.1% | -24.6% |
| 1Y | -12.8% | +55.9% | -68.7% | -25.5% |
| 3Y | -0.8% | +131.5% | -132.4% | -27.7% |
| 5Y | -25.8% | +103.3% | -129.1% | -45.2% |
| All | -25.8% | +103.3% | -129.1% | -45.2% |
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