+121.1%
DPZ vs TDY
+518.8%
-397.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.0% |
| 7D | +3.7% | -2.5% | +6.2% | +4.1% |
| 30D | +8.0% | +4.8% | +3.2% | +6.5% |
| 3M | -4.2% | -6.9% | +2.7% | -2.8% |
| 6M | +4.6% | +3.5% | +1.1% | +2.9% |
| YTD | -18.4% | +26.0% | -44.4% | -24.0% |
| 1Y | -16.8% | +25.4% | -42.1% | -22.5% |
| 3Y | -5.0% | +70.9% | -75.9% | -19.0% |
| 5Y | -27.8% | +46.6% | -74.4% | -36.7% |
| 10Y | +121.1% | +468.9% | -347.8% | +55.7% |
| All | +121.1% | +518.8% | -397.7% | +55.7% |
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