+124.0%
DPZ vs TXT
+112.2%
+11.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | +6.6% | -2.5% | +9.1% | +7.0% |
| 30D | +10.3% | +14.4% | -4.1% | +7.9% |
| 3M | -6.2% | -4.9% | -1.2% | -5.6% |
| 6M | +4.2% | -10.2% | +14.5% | +5.6% |
| YTD | -18.4% | -4.1% | -14.3% | -18.3% |
| 1Y | -14.9% | +4.0% | -18.9% | -15.9% |
| 3Y | -4.6% | +8.0% | -12.6% | -6.9% |
| 5Y | -27.4% | +8.4% | -35.8% | -30.0% |
| All | +124.0% | +112.2% | +11.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling