+19.3%
DPZ vs TLN
+710.8%
-691.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +2.6% |
| 7D | +2.2% | +11.0% | -8.8% | +2.1% |
| 30D | +15.5% | +4.9% | +10.6% | +15.5% |
| 3M | -2.0% | +4.9% | -6.9% | -2.1% |
| 6M | +12.1% | +7.1% | +5.0% | +11.7% |
| YTD | -16.6% | +0.3% | -16.9% | -16.9% |
| 1Y | -14.6% | +5.9% | -20.5% | -15.3% |
| 3Y | -4.1% | +578.5% | -582.6% | -23.4% |
| All | +19.3% | +710.8% | -691.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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