+48.4%
DPZ vs TXG
+20.5%
+27.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.8% | -0.9% |
| 7D | +3.7% | +5.5% | -1.9% | +3.0% |
| 30D | +8.0% | -19.3% | +27.4% | +9.6% |
| 3M | -4.2% | +25.0% | -29.2% | -7.7% |
| 6M | +4.6% | +201.2% | -196.6% | -9.3% |
| YTD | -18.4% | +298.8% | -317.3% | -32.1% |
| 1Y | -16.8% | +326.6% | -343.3% | -31.6% |
| 3Y | -5.0% | +78.3% | -83.3% | -17.6% |
| 5Y | -27.8% | -61.3% | +33.5% | -33.5% |
| All | +48.4% | +20.5% | +27.9% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling