+2,848.9%
TT vs DPZ
+5,248.7%
-2,399.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -3.5% | +7.0% | +4.6% |
| 30D | -11.0% | +5.7% | -16.7% | -12.7% |
| 3M | -12.0% | -7.5% | -4.5% | -10.5% |
| 6M | -10.4% | +6.2% | -16.6% | -13.2% |
| YTD | +9.9% | -19.8% | +29.7% | +15.1% |
| 1Y | +1.5% | -18.0% | +19.4% | +5.5% |
| 3Y | +93.7% | -8.8% | +102.5% | +91.1% |
| 5Y | +139.2% | -30.2% | +169.4% | +151.1% |
| 10Y | +741.5% | +132.0% | +609.5% | +440.9% |
| All | +2,848.9% | +5,248.7% | -2,399.8% | +454.7% |
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