-27.5%
DPZ vs TW
+37.3%
-64.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.6% | +4.2% | +2.3% | +5.4% |
| 30D | +10.3% | +18.9% | -8.6% | +5.2% |
| 3M | -6.2% | +23.8% | -29.9% | -11.5% |
| 6M | +4.2% | +17.0% | -12.8% | -0.6% |
| YTD | -18.4% | +19.2% | -37.6% | -22.8% |
| 1Y | -14.9% | +20.1% | -35.0% | -19.8% |
| 3Y | -4.6% | +40.5% | -45.1% | -17.1% |
| All | -27.5% | +37.3% | -64.8% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling