-28.8%
DPZ vs TD
+124.9%
-153.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.3% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | -7.0% | +0.4% | -7.4% | -7.1% |
| 3M | +11.6% | +7.6% | +4.0% | +8.9% |
| 6M | -15.2% | +25.0% | -40.2% | -21.2% |
| YTD | -17.2% | +31.0% | -48.3% | -24.4% |
| 1Y | -24.8% | +65.2% | -90.0% | -36.8% |
| 3Y | -8.7% | +122.5% | -131.2% | -31.5% |
| All | -28.8% | +124.9% | -153.8% | -45.4% |
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