-17.3%
TT vs DPZ
+1.2%
-18.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.0% |
| 7D | -2.0% | +6.6% | -8.6% | -0.8% |
| 30D | -14.0% | +10.3% | -24.3% | -12.3% |
| 3M | -15.9% | -6.2% | -9.7% | -16.6% |
| 6M | -17.3% | +4.2% | -21.6% | -16.5% |
| All | -17.3% | +1.2% | -18.6% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling