+683.8%
TEL vs DPZ
+2,168.7%
-1,484.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | +3.0% | -2.5% | +5.5% | +3.7% |
| 30D | -3.9% | -7.0% | +3.0% | -1.9% |
| 3M | -5.1% | +11.6% | -16.7% | -8.9% |
| 6M | +0.6% | -15.2% | +15.8% | +4.9% |
| YTD | -7.3% | -17.2% | +10.0% | -2.7% |
| 1Y | +1.1% | -24.8% | +26.0% | +9.1% |
| 3Y | +63.7% | -8.7% | +72.4% | +62.4% |
| 5Y | +50.7% | -28.9% | +79.6% | +58.9% |
| 10Y | +290.2% | +153.6% | +136.5% | +145.1% |
| All | +683.8% | +2,168.7% | -1,484.9% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling