-28.9%
DPZ vs TDY
+44.4%
-73.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +2.2% | +4.1% | -1.8% | +1.0% |
| 30D | +15.5% | +5.7% | +9.8% | +13.1% |
| 3M | -2.0% | -4.4% | +2.4% | -1.0% |
| 6M | +12.1% | +1.2% | +10.9% | +10.6% |
| YTD | -16.6% | +26.0% | -42.6% | -24.8% |
| 1Y | -14.6% | +27.4% | -41.9% | -23.3% |
| 3Y | -4.1% | +67.5% | -71.7% | -24.5% |
| All | -28.9% | +44.4% | -73.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling