-27.5%
DPZ vs TXG
-66.4%
+38.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.4% |
| 7D | +6.6% | -15.4% | +22.0% | +8.2% |
| 30D | +10.3% | -22.1% | +32.4% | +12.6% |
| 3M | -6.2% | +30.0% | -36.2% | -11.0% |
| 6M | +4.2% | +160.7% | -156.4% | -10.8% |
| YTD | -18.4% | +263.5% | -281.9% | -34.2% |
| 1Y | -14.9% | +356.0% | -370.9% | -34.2% |
| 3Y | -4.6% | +53.4% | -58.0% | -17.1% |
| All | -27.5% | -66.4% | +38.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling