-8.4%
DPZ vs TLN
+476.4%
-484.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -1.8% |
| 7D | -2.5% | +7.1% | -9.6% | -2.7% |
| 30D | -7.0% | -3.9% | -3.1% | -6.9% |
| 3M | +11.6% | -16.2% | +27.8% | +11.8% |
| 6M | -15.2% | -5.8% | -9.4% | -15.6% |
| YTD | -17.2% | -15.4% | -1.8% | -17.4% |
| 1Y | -24.8% | -16.7% | -8.2% | -25.1% |
| All | -8.4% | +476.4% | -484.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling