+139.2%
TT vs DPZ
-28.4%
+167.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.5% | -3.5% | +7.0% | +4.3% |
| 30D | -11.0% | +5.7% | -16.7% | -12.3% |
| 3M | -12.0% | -7.5% | -4.5% | -10.7% |
| 6M | -10.4% | +6.2% | -16.6% | -12.6% |
| YTD | +9.9% | -19.8% | +29.7% | +15.3% |
| 1Y | +1.5% | -18.0% | +19.4% | +5.6% |
| 3Y | +93.7% | -8.8% | +102.5% | +90.7% |
| 5Y | +139.2% | -30.2% | +169.4% | +161.2% |
| All | +139.2% | -28.4% | +167.7% | +161.2% |
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