-12.8%
DPZ vs TXT
+7.4%
-20.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +9.5% | -2.5% | +12.0% | +9.9% |
| 30D | +12.8% | +12.8% | 0.0% | +10.5% |
| 3M | -6.2% | -3.6% | -2.6% | -6.0% |
| 6M | +4.3% | -6.9% | +11.2% | +4.4% |
| YTD | -16.6% | -2.2% | -14.4% | -18.7% |
| 1Y | -12.8% | +6.3% | -19.1% | -19.5% |
| All | -12.8% | +7.4% | -20.2% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling