-8.4%
DPZ vs TDY
+44.8%
-53.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -7.0% | -10.7% | +3.7% | -4.6% |
| 3M | +11.6% | -1.3% | +12.9% | +11.5% |
| 6M | -15.2% | -10.6% | -4.6% | -13.1% |
| YTD | -17.2% | +19.6% | -36.8% | -22.6% |
| 1Y | -24.8% | +11.6% | -36.5% | -28.4% |
| All | -8.4% | +44.8% | -53.2% | -22.5% |
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