-2.5%
DPZ vs TW
+39.8%
-42.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +9.5% | +7.3% | +2.2% | +8.0% |
| 30D | +12.8% | +18.6% | -5.8% | +9.3% |
| 3M | -6.2% | +24.8% | -31.1% | -10.1% |
| 6M | +4.3% | +16.1% | -11.8% | +0.9% |
| YTD | -16.6% | +19.1% | -35.7% | -19.5% |
| 1Y | -12.8% | +22.8% | -35.6% | -16.3% |
| All | -2.5% | +39.8% | -42.3% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling