-8.4%
DPZ vs TXG
+17.1%
-25.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.5% | +1.8% | -4.4% | -2.7% |
| 30D | -7.0% | +32.0% | -39.0% | -9.3% |
| 3M | +11.6% | +87.0% | -75.4% | +4.9% |
| 6M | -15.2% | +180.1% | -195.2% | -23.8% |
| YTD | -17.2% | +284.1% | -301.4% | -28.3% |
| 1Y | -24.8% | +361.7% | -386.5% | -36.9% |
| All | -8.4% | +17.1% | -25.5% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling