+4.3%
DPZ vs TXG
+160.1%
-155.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.0% | +14.3% | -0.5% |
| 7D | +9.5% | -28.8% | +38.3% | +7.6% |
| 30D | +12.8% | -28.0% | +40.8% | +11.0% |
| 3M | -6.2% | +22.3% | -28.6% | -5.2% |
| 6M | +4.3% | +163.8% | -159.5% | -0.5% |
| All | +4.3% | +160.1% | -155.8% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling