+5,666.8%
DPZ vs TXT
+234.7%
+5,432.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +9.5% | -2.5% | +12.0% | +10.2% |
| 30D | +12.8% | +12.8% | 0.0% | +9.0% |
| 3M | -6.2% | -3.6% | -2.6% | -5.6% |
| 6M | +4.3% | -6.9% | +11.2% | +5.6% |
| YTD | -16.6% | -2.2% | -14.4% | -17.0% |
| 1Y | -12.8% | +6.3% | -19.1% | -15.2% |
| 3Y | -0.8% | +10.3% | -11.1% | -5.7% |
| 5Y | -25.8% | +10.6% | -36.4% | -30.5% |
| 10Y | +130.9% | +121.0% | +9.9% | +60.2% |
| All | +5,666.8% | +234.7% | +5,432.1% | +3,291.9% |
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