-12.8%
DPZ vs TLN
-20.5%
+7.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | 0.0% |
| 7D | +9.5% | -9.4% | +18.8% | +8.6% |
| 30D | +12.8% | -15.2% | +28.0% | +11.5% |
| 3M | -6.2% | -4.1% | -2.1% | -6.3% |
| 6M | +4.3% | -17.8% | +22.1% | +3.2% |
| YTD | -16.6% | -15.6% | -1.0% | -16.9% |
| 1Y | -12.8% | -21.6% | +8.8% | -13.9% |
| All | -12.8% | -20.5% | +7.7% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling