+127.9%
TT vs DPZ
-27.1%
+155.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.8% |
| 7D | -2.0% | +6.6% | -8.6% | -3.4% |
| 30D | -14.0% | +10.3% | -24.3% | -16.0% |
| 3M | -15.9% | -6.2% | -9.7% | -14.9% |
| 6M | -17.3% | +4.2% | -21.6% | -18.9% |
| YTD | +4.0% | -18.4% | +22.4% | +8.6% |
| 1Y | -7.1% | -14.9% | +7.8% | -4.2% |
| 3Y | +90.2% | -4.6% | +94.9% | +85.0% |
| All | +127.9% | -27.1% | +155.0% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling