-28.8%
DPZ vs TXG
-66.1%
+37.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.5% | +1.8% | -4.4% | -2.8% |
| 30D | -7.0% | +32.0% | -39.0% | -10.6% |
| 3M | +11.6% | +87.0% | -75.4% | +1.7% |
| 6M | -15.2% | +180.1% | -195.2% | -27.4% |
| YTD | -17.2% | +284.1% | -301.4% | -32.7% |
| 1Y | -24.8% | +361.7% | -386.5% | -41.4% |
| 3Y | -8.7% | +15.9% | -24.6% | -15.4% |
| All | -28.8% | -66.1% | +37.2% | -27.9% |
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 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