+1,316.1%
TNA vs DPZ
+11,612.7%
-10,296.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +2.3% |
| 7D | -0.1% | -2.5% | +2.5% | +2.3% |
| 30D | -4.9% | -7.0% | +2.1% | +0.6% |
| 3M | +0.4% | +11.6% | -11.2% | -12.4% |
| 6M | +32.5% | -15.2% | +47.7% | +46.3% |
| YTD | +53.7% | -17.2% | +71.0% | +71.7% |
| 1Y | +65.1% | -24.8% | +90.0% | +100.8% |
| 3Y | +98.4% | -8.7% | +107.1% | +98.6% |
| 5Y | -22.5% | -28.9% | +6.4% | -1.1% |
| 10Y | +82.5% | +153.6% | -71.1% | -48.7% |
| All | +1,316.1% | +11,612.7% | -10,296.6% | -95.5% |
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 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