+550.5%
TTD vs DPZ
+125.0%
+425.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | 0.0% | +15.5% | +15.5% |
| 7D | +19.0% | +3.7% | +15.3% | +16.7% |
| 30D | +23.6% | +8.0% | +15.6% | +18.4% |
| 3M | +8.2% | -4.2% | +12.4% | +10.0% |
| 6M | -35.3% | +4.6% | -39.9% | -37.0% |
| YTD | -60.7% | -18.4% | -42.2% | -56.8% |
| 1Y | -65.3% | -16.8% | -48.5% | -62.4% |
| 3Y | -80.6% | -5.0% | -75.5% | -81.4% |
| 5Y | -84.6% | -27.8% | -56.8% | -83.0% |
| 10Y | +550.5% | +121.1% | +429.5% | +354.5% |
| All | +550.5% | +125.0% | +425.5% | +354.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling