+51.7%
DPZ vs TXG
+7.8%
+43.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +2.7% |
| 7D | +2.2% | -1.8% | +4.1% | +2.3% |
| 30D | +15.5% | -20.4% | +35.9% | +17.3% |
| 3M | -2.0% | +0.1% | -2.1% | -3.5% |
| 6M | +12.1% | +176.2% | -164.0% | -2.0% |
| YTD | -16.6% | +256.8% | -273.4% | -29.8% |
| 1Y | -14.6% | +255.9% | -270.5% | -28.4% |
| 3Y | -4.1% | +60.2% | -64.4% | -16.0% |
| 5Y | -28.3% | -65.1% | +36.8% | -33.3% |
| All | +51.7% | +7.8% | +43.9% | +44.8% |
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