+128.9%
DPZ vs TYL
+174.9%
-46.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +9.5% | +15.1% | -5.6% | +4.9% |
| 30D | +12.8% | +30.1% | -17.3% | +4.1% |
| 3M | -6.2% | +40.4% | -46.6% | -15.7% |
| 6M | +4.3% | +31.3% | -27.0% | -4.7% |
| YTD | -16.6% | -5.2% | -11.4% | -16.8% |
| 1Y | -12.8% | -6.6% | -6.2% | -12.7% |
| 3Y | -0.8% | +3.4% | -4.2% | -5.3% |
| 5Y | -25.8% | -19.3% | -6.5% | -24.9% |
| All | +128.9% | +174.9% | -46.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling