-28.8%
DPZ vs TXT
+10.4%
-39.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | -4.8% | +2.2% | -1.2% |
| 30D | -7.0% | -10.6% | +3.7% | -4.0% |
| 3M | +11.6% | -13.2% | +24.8% | +15.7% |
| 6M | -15.2% | -20.3% | +5.2% | -10.0% |
| YTD | -17.2% | -9.3% | -8.0% | -15.9% |
| 1Y | -24.8% | -2.7% | -22.2% | -25.3% |
| 3Y | -8.7% | +1.4% | -10.0% | -12.3% |
| All | -28.8% | +10.4% | -39.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling