-14.5%
DPZ vs TXG
+406.9%
-421.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +5.5% |
| 7D | +10.1% | -19.3% | +29.3% | +9.7% |
| 30D | +14.6% | -30.9% | +45.5% | +14.0% |
| 3M | -6.8% | +41.1% | -47.8% | -6.9% |
| 6M | +4.4% | +211.9% | -207.5% | +1.6% |
| YTD | -16.8% | +314.0% | -330.8% | -18.8% |
| 1Y | -14.5% | +405.4% | -419.8% | -16.7% |
| All | -14.5% | +406.9% | -421.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling