-65.5%
TTD vs DPZ
-16.5%
-49.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | 0.0% | +15.5% | +15.5% |
| 7D | +19.0% | +3.7% | +15.3% | +17.0% |
| 30D | +23.6% | +8.0% | +15.6% | +19.2% |
| 3M | +8.2% | -4.2% | +12.4% | +9.9% |
| 6M | -35.3% | +4.6% | -39.9% | -36.3% |
| YTD | -60.7% | -18.4% | -42.2% | -60.6% |
| All | -65.5% | -16.5% | -49.0% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling