+2,688.7%
TT vs DPZ
+5,341.2%
-2,652.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.0% |
| 7D | -2.0% | +6.6% | -8.6% | -3.9% |
| 30D | -14.0% | +10.3% | -24.3% | -16.7% |
| 3M | -15.9% | -6.2% | -9.7% | -14.8% |
| 6M | -17.3% | +4.2% | -21.6% | -19.5% |
| YTD | +4.0% | -18.4% | +22.4% | +8.3% |
| 1Y | -7.1% | -14.9% | +7.8% | -4.5% |
| 3Y | +90.2% | -4.6% | +94.9% | +85.2% |
| 5Y | +131.1% | -27.4% | +158.5% | +139.7% |
| 10Y | +777.7% | +125.9% | +651.8% | +469.8% |
| All | +2,688.7% | +5,341.2% | -2,652.5% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling