+5,622.1%
DPZ vs TD
+1,600.0%
+4,022.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.1% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | -7.0% | +0.4% | -7.4% | -7.2% |
| 3M | +11.6% | +7.6% | +4.0% | +7.5% |
| 6M | -15.2% | +25.0% | -40.2% | -23.9% |
| YTD | -17.2% | +31.0% | -48.3% | -27.5% |
| 1Y | -24.8% | +65.2% | -90.0% | -41.0% |
| 3Y | -8.7% | +122.5% | -131.2% | -38.4% |
| 5Y | -28.9% | +124.8% | -153.7% | -53.1% |
| 10Y | +153.6% | +298.2% | -144.6% | +14.1% |
| All | +5,622.1% | +1,600.0% | +4,022.2% | +1,206.0% |
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