+5,622.1%
DPZ vs TYL
+4,291.2%
+1,330.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.3% |
| 7D | -2.5% | -3.7% | +1.1% | -1.3% |
| 30D | -7.0% | +18.7% | -25.7% | -12.6% |
| 3M | +11.6% | +18.1% | -6.5% | +4.8% |
| 6M | -15.2% | -1.1% | -14.1% | -15.7% |
| YTD | -17.2% | -19.8% | +2.6% | -12.6% |
| 1Y | -24.8% | -34.3% | +9.5% | -14.9% |
| 3Y | -8.7% | -8.2% | -0.4% | -10.1% |
| 5Y | -28.9% | -25.4% | -3.5% | -26.9% |
| 10Y | +153.6% | +115.6% | +38.1% | +65.8% |
| All | +5,622.1% | +4,291.2% | +1,330.9% | +982.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling