-18.0%
DPZ vs TDY
+25.4%
-43.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.5% | +3.0% | -6.6% | -3.4% |
| 30D | +5.7% | +6.1% | -0.4% | +5.4% |
| 3M | -7.5% | -4.5% | -3.0% | -7.3% |
| 6M | +6.2% | +2.9% | +3.3% | +5.9% |
| YTD | -19.8% | +27.5% | -47.3% | -22.9% |
| 1Y | -18.0% | +26.5% | -44.4% | -20.9% |
| All | -18.0% | +25.4% | -43.4% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling