+8.7%
TT vs DPZ
-25.1%
+33.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.8% |
| 7D | 0.0% | -2.5% | +2.5% | -0.1% |
| 30D | -7.2% | -7.0% | -0.2% | -7.5% |
| 3M | -3.0% | +11.6% | -14.6% | -2.1% |
| 6M | +1.4% | -15.2% | +16.5% | +3.4% |
| YTD | +15.9% | -17.2% | +33.1% | +19.2% |
| All | +8.7% | -25.1% | +33.8% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling