+537.0%
TDG vs DPZ
+141.0%
+396.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | -1.9% | -8.6% | +6.8% | +0.3% |
| 30D | -7.7% | -11.9% | +4.2% | -5.0% |
| 3M | -9.3% | +0.4% | -9.7% | -9.7% |
| 6M | -9.4% | -19.9% | +10.5% | -5.0% |
| YTD | -14.3% | -24.4% | +10.1% | -9.0% |
| 1Y | -11.8% | -30.4% | +18.6% | -4.6% |
| 3Y | +52.0% | -17.4% | +69.3% | +55.6% |
| 5Y | +128.8% | -34.6% | +163.4% | +141.7% |
| All | +537.0% | +141.0% | +396.0% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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