+82.2%
TEL vs DPZ
-8.0%
+90.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | -0.2% | +6.7% | -6.9% | -1.5% |
| 3M | +2.0% | -4.5% | +6.5% | +2.8% |
| 6M | +6.4% | +3.3% | +3.1% | +5.2% |
| YTD | -3.2% | -19.4% | +16.2% | +1.2% |
| 1Y | -11.2% | -17.3% | +6.1% | -7.8% |
| All | +82.2% | -8.0% | +90.2% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling