+19.2%
DPZ vs TLN
+581.9%
-562.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +9.5% | -9.4% | +18.8% | +9.6% |
| 30D | +12.8% | -15.2% | +28.0% | +13.0% |
| 3M | -6.2% | -4.1% | -2.1% | -6.3% |
| 6M | +4.3% | -17.8% | +22.1% | +4.3% |
| YTD | -16.6% | -15.6% | -1.0% | -16.9% |
| 1Y | -12.8% | -21.6% | +8.8% | -12.8% |
| 3Y | -0.8% | +497.6% | -498.4% | -22.0% |
| All | +19.2% | +581.9% | -562.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling