+46.5%
DPZ vs TXG
+16.5%
+30.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +2.2% | -3.7% | +5.8% | +2.4% |
| 30D | +6.7% | -22.0% | +28.7% | +8.6% |
| 3M | -4.5% | +7.4% | -11.9% | -6.5% |
| 6M | +3.3% | +191.2% | -187.9% | -10.1% |
| YTD | -19.4% | +285.7% | -305.1% | -32.7% |
| 1Y | -17.3% | +268.3% | -285.5% | -30.8% |
| 3Y | -8.4% | +77.3% | -85.7% | -20.5% |
| 5Y | -28.2% | -62.3% | +34.1% | -33.7% |
| All | +46.5% | +16.5% | +30.0% | +38.9% |
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