+902.6%
TT vs DPZ
+154.5%
+748.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -7.2% | -7.0% | -0.2% | -6.1% |
| 3M | -3.0% | +11.6% | -14.6% | -5.2% |
| 6M | +1.4% | -15.2% | +16.5% | +3.9% |
| YTD | +15.9% | -17.2% | +33.1% | +19.2% |
| 1Y | +9.4% | -24.8% | +34.3% | +14.5% |
| 3Y | +124.4% | -8.7% | +133.0% | +124.4% |
| 5Y | +138.0% | -28.9% | +166.9% | +142.8% |
| All | +902.6% | +154.5% | +748.1% | +649.7% |
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