+3,009.0%
TT vs DPZ
+5,417.8%
-2,408.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | -7.4% | -7.0% | -0.4% | -5.5% |
| 3M | -3.2% | +11.6% | -14.8% | -7.1% |
| 6M | +1.1% | -15.2% | +16.3% | +4.9% |
| YTD | +15.6% | -17.2% | +32.9% | +20.6% |
| 1Y | +9.2% | -24.8% | +34.0% | +17.0% |
| 3Y | +124.4% | -8.7% | +133.0% | +122.1% |
| 5Y | +138.0% | -28.9% | +166.9% | +149.4% |
| 10Y | +886.4% | +153.6% | +732.7% | +517.3% |
| All | +3,009.0% | +5,417.8% | -2,408.8% | +482.2% |
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 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