+5,650.9%
DPZ vs TXT
+240.3%
+5,410.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.8% |
| 7D | +10.1% | +10.6% | -0.5% | +6.9% |
| 30D | +14.6% | +14.4% | +0.2% | +10.3% |
| 3M | -6.8% | -2.7% | -4.0% | -6.3% |
| 6M | +4.4% | -4.7% | +9.1% | +5.0% |
| YTD | -16.8% | -0.5% | -16.3% | -17.6% |
| 1Y | -14.5% | +8.7% | -23.2% | -17.3% |
| 3Y | -1.1% | +12.1% | -13.2% | -6.4% |
| 5Y | -28.0% | +14.6% | -42.5% | -33.2% |
| 10Y | +130.2% | +124.7% | +5.6% | +59.1% |
| All | +5,650.9% | +240.3% | +5,410.7% | +3,267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling