-4.6%
DPZ vs TDY
+62.6%
-67.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.0% |
| 7D | +6.6% | -6.0% | +12.6% | +7.7% |
| 30D | +10.3% | +2.4% | +7.9% | +9.4% |
| 3M | -6.2% | -10.0% | +3.9% | -4.3% |
| 6M | +4.2% | -4.0% | +8.2% | +4.4% |
| YTD | -18.4% | +21.1% | -39.5% | -24.1% |
| 1Y | -14.9% | +22.1% | -37.0% | -21.2% |
| 3Y | -4.6% | +64.0% | -68.6% | -24.1% |
| All | -4.6% | +62.6% | -67.3% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling