-27.8%
DPZ vs TW
+37.9%
-65.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.7% | +3.4% | +0.3% | +2.7% |
| 30D | +8.0% | +15.5% | -7.4% | +3.9% |
| 3M | -4.2% | +25.1% | -29.3% | -10.0% |
| 6M | +4.6% | +18.2% | -13.6% | -0.6% |
| YTD | -18.4% | +19.7% | -38.1% | -22.9% |
| 1Y | -16.8% | +18.1% | -34.9% | -21.1% |
| 3Y | -5.0% | +40.5% | -45.6% | -17.4% |
| 5Y | -27.8% | +37.1% | -64.9% | -35.4% |
| All | -27.8% | +37.9% | -65.7% | -35.4% |
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