-22.5%
TNA vs DPZ
-34.0%
+11.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -0.8% |
| 7D | -3.6% | -7.3% | +3.7% | +2.4% |
| 30D | -10.1% | -7.6% | -2.5% | -4.8% |
| 3M | +2.7% | +1.8% | +0.9% | -1.7% |
| 6M | +38.4% | -21.8% | +60.2% | +64.7% |
| YTD | +45.4% | -22.0% | +67.4% | +71.6% |
| 1Y | +55.9% | -28.6% | +84.6% | +99.2% |
| 3Y | +109.8% | -13.1% | +122.9% | +115.9% |
| 5Y | -22.5% | -33.2% | +10.7% | +8.5% |
| All | -22.5% | -34.0% | +11.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling