-28.0%
DPZ vs TYL
-22.4%
-5.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.7% | +0.8% | +4.1% |
| 7D | +10.1% | +17.3% | -7.2% | +5.3% |
| 30D | +14.6% | +28.9% | -14.3% | +6.8% |
| 3M | -6.8% | +35.1% | -41.8% | -14.4% |
| 6M | +4.4% | +29.3% | -24.9% | -3.5% |
| YTD | -16.8% | -6.8% | -10.1% | -16.6% |
| 1Y | -14.5% | -9.9% | -4.6% | -13.4% |
| 3Y | -1.1% | +1.7% | -2.8% | -4.5% |
| 5Y | -28.0% | -21.6% | -6.4% | -24.4% |
| All | -28.0% | -22.4% | -5.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling