-2.5%
DPZ vs TXT
+10.0%
-12.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +9.5% | -2.5% | +12.0% | +10.1% |
| 30D | +12.8% | +12.8% | 0.0% | +9.3% |
| 3M | -6.2% | -3.6% | -2.6% | -5.6% |
| 6M | +4.3% | -6.9% | +11.2% | +5.4% |
| YTD | -16.6% | -2.2% | -14.4% | -17.3% |
| 1Y | -12.8% | +6.3% | -19.1% | -15.7% |
| All | -2.5% | +10.0% | -12.5% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling