+51.1%
DPZ vs TW
+285.7%
-234.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +9.5% | +7.3% | +2.2% | +7.6% |
| 30D | +12.8% | +18.6% | -5.8% | +8.2% |
| 3M | -6.2% | +24.8% | -31.1% | -11.3% |
| 6M | +4.3% | +16.1% | -11.8% | +0.1% |
| YTD | -16.6% | +19.1% | -35.7% | -20.7% |
| 1Y | -12.8% | +22.8% | -35.6% | -17.8% |
| 3Y | -0.8% | +40.4% | -41.2% | -11.1% |
| 5Y | -25.8% | +37.9% | -63.7% | -34.9% |
| All | +51.1% | +285.7% | -234.6% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling