+152.4%
DPZ vs TDY
+454.8%
-302.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -4.4% | -12.5% | +8.0% | -1.3% |
| 3M | +7.6% | -1.2% | +8.8% | +7.6% |
| 6M | -16.9% | -6.6% | -10.4% | -16.0% |
| YTD | -18.6% | +18.5% | -37.1% | -22.9% |
| 1Y | -26.7% | +10.8% | -37.4% | -29.4% |
| 3Y | -9.3% | +47.5% | -56.8% | -19.5% |
| 5Y | -31.0% | +35.8% | -66.8% | -38.2% |
| 10Y | +152.4% | +459.0% | -306.6% | +52.6% |
| All | +152.4% | +454.8% | -302.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling