-8.4%
DPZ vs TXT
+1.6%
-10.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | -4.8% | +2.2% | -1.4% |
| 30D | -7.0% | -10.6% | +3.7% | -4.4% |
| 3M | +11.6% | -13.2% | +24.8% | +15.2% |
| 6M | -15.2% | -20.3% | +5.2% | -10.6% |
| YTD | -17.2% | -9.3% | -8.0% | -16.2% |
| 1Y | -24.8% | -2.7% | -22.2% | -25.5% |
| All | -8.4% | +1.6% | -10.0% | -12.2% |
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