-18.0%
DPZ vs TXG
+265.0%
-283.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.5% |
| 7D | -3.5% | -8.1% | +4.6% | -3.7% |
| 30D | +5.7% | -17.5% | +23.2% | +5.3% |
| 3M | -7.5% | +6.1% | -13.6% | -7.6% |
| 6M | +6.2% | +202.7% | -196.5% | +3.9% |
| YTD | -19.8% | +280.4% | -300.2% | -19.8% |
| 1Y | -18.0% | +274.0% | -292.0% | -18.2% |
| All | -18.0% | +265.0% | -283.0% | -18.2% |
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 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