-16.2%
DPZ vs TXG
+314.1%
-330.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.8% | +0.2% |
| 7D | +3.7% | +5.5% | -1.9% | +3.9% |
| 30D | +8.0% | -19.3% | +27.4% | +7.6% |
| 3M | -4.2% | +25.0% | -29.2% | -4.1% |
| 6M | +4.6% | +201.2% | -196.6% | +2.7% |
| YTD | -18.4% | +298.8% | -317.3% | -18.2% |
| All | -16.2% | +314.1% | -330.3% | -16.4% |
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