+49.9%
DPZ vs TW
+221.1%
-171.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -7.0% | +3.9% | -10.9% | -7.9% |
| 3M | +11.6% | +5.7% | +5.9% | +9.8% |
| 6M | -15.2% | -14.5% | -0.7% | -12.3% |
| YTD | -17.2% | -0.9% | -16.4% | -17.7% |
| 1Y | -24.8% | -13.5% | -11.3% | -22.8% |
| 3Y | -8.7% | +25.0% | -33.7% | -15.9% |
| 5Y | -28.9% | +22.7% | -51.6% | -35.7% |
| All | +49.9% | +221.1% | -171.2% | +15.3% |
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