+1.3%
TT vs DPZ
-16.8%
+18.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | +8.1% | -2.5% | +10.5% | +7.8% |
| 30D | -11.3% | +12.5% | -23.8% | -10.5% |
| 3M | -11.2% | -5.2% | -6.0% | -11.1% |
| 6M | -8.9% | +8.8% | -17.7% | -7.8% |
| YTD | +9.7% | -18.7% | +28.4% | +14.6% |
| 1Y | +1.3% | -15.7% | +16.9% | +3.5% |
| All | +1.3% | -16.8% | +18.0% | +3.5% |
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 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