-15.7%
DPZ vs TXT
+2.5%
-18.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | +12.5% | +13.3% | -0.7% | +10.3% |
| 3M | -5.2% | -5.1% | -0.1% | -4.8% |
| 6M | +8.8% | -7.1% | +15.9% | +8.9% |
| YTD | -18.7% | -3.2% | -15.4% | -20.2% |
| 1Y | -15.7% | +2.3% | -18.0% | -20.4% |
| All | -15.7% | +2.5% | -18.2% | -20.4% |
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