+365.8%
TTD vs DPZ
+146.4%
+219.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.0% |
| 7D | +1.7% | -1.5% | +3.2% | +2.6% |
| 30D | +1.6% | -4.4% | +6.0% | +3.9% |
| 3M | -27.8% | +7.6% | -35.5% | -30.6% |
| 6M | -52.1% | -16.9% | -35.2% | -47.5% |
| YTD | -63.1% | -18.6% | -44.4% | -59.2% |
| 1Y | -73.1% | -26.7% | -46.4% | -68.8% |
| 3Y | -83.3% | -9.3% | -74.0% | -83.5% |
| 5Y | -80.6% | -31.0% | -49.6% | -78.1% |
| All | +365.8% | +146.4% | +219.4% | +246.9% |
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 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