+5,666.8%
DPZ vs TD
+1,632.3%
+4,034.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.1% |
| 7D | +9.5% | -3.2% | +12.7% | +11.1% |
| 30D | +12.8% | +4.9% | +7.9% | +10.3% |
| 3M | -6.2% | +2.3% | -8.5% | -7.4% |
| 6M | +4.3% | +17.8% | -13.5% | -3.9% |
| YTD | -16.6% | +33.5% | -50.1% | -27.7% |
| 1Y | -12.8% | +55.9% | -68.7% | -29.7% |
| 3Y | -0.8% | +131.5% | -132.4% | -34.4% |
| 5Y | -25.8% | +103.3% | -129.1% | -48.6% |
| 10Y | +130.9% | +308.6% | -177.7% | +2.5% |
| All | +5,666.8% | +1,632.3% | +4,034.5% | +1,203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling