+146.0%
TT vs DPZ
-28.9%
+174.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -7.2% | -7.0% | -0.2% | -5.7% |
| 3M | -3.0% | +11.6% | -14.6% | -6.1% |
| 6M | +1.4% | -15.2% | +16.5% | +5.2% |
| YTD | +15.9% | -17.2% | +33.1% | +20.9% |
| 1Y | +9.4% | -24.8% | +34.3% | +17.2% |
| 3Y | +124.4% | -8.7% | +133.0% | +121.8% |
| All | +146.0% | -28.9% | +174.9% | +166.0% |
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 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