+2,821.0%
TT vs DPZ
+5,272.5%
-2,451.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +0.8% | +2.2% | -1.3% | +0.1% |
| 30D | -11.8% | +6.7% | -18.5% | -13.7% |
| 3M | -11.6% | -4.5% | -7.0% | -10.9% |
| 6M | -9.3% | +3.3% | -12.6% | -11.4% |
| YTD | +8.9% | -19.4% | +28.3% | +13.9% |
| 1Y | -2.2% | -17.3% | +15.0% | +1.3% |
| 3Y | +91.9% | -8.4% | +100.3% | +89.1% |
| 5Y | +136.0% | -28.2% | +164.2% | +145.6% |
| 10Y | +734.7% | +130.9% | +603.9% | +437.7% |
| All | +2,821.0% | +5,272.5% | -2,451.5% | +448.7% |
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