+750.6%
TT vs DPZ
+125.0%
+625.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +1.7% | +3.7% | -1.9% | +1.1% |
| 30D | -11.8% | +8.0% | -19.9% | -13.1% |
| 3M | -12.6% | -4.2% | -8.4% | -12.2% |
| 6M | -9.4% | +4.6% | -14.0% | -10.6% |
| YTD | +8.8% | -18.4% | +27.2% | +11.9% |
| 1Y | -2.5% | -16.8% | +14.2% | -0.2% |
| 3Y | +95.7% | -5.0% | +100.7% | +94.2% |
| 5Y | +135.7% | -27.8% | +163.5% | +139.6% |
| 10Y | +750.6% | +121.1% | +629.5% | +617.0% |
| All | +750.6% | +125.0% | +625.6% | +617.0% |
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