+51.1%
DPZ vs TW
+301.3%
-250.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +2.2% | +3.9% | -1.7% | +1.3% |
| 30D | +15.5% | +19.9% | -4.4% | +10.5% |
| 3M | -2.0% | +25.9% | -28.0% | -7.5% |
| 6M | +12.1% | +21.1% | -9.0% | +6.5% |
| YTD | -16.6% | +23.9% | -40.5% | -21.4% |
| 1Y | -14.6% | +21.2% | -35.8% | -19.1% |
| 3Y | -4.1% | +44.8% | -48.9% | -14.7% |
| 5Y | -28.3% | +41.4% | -69.7% | -37.5% |
| All | +51.1% | +301.3% | -250.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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