-73.1%
TTD vs DPZ
-26.3%
-46.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.2% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | +1.6% | -4.4% | +6.0% | +3.4% |
| 3M | -27.8% | +7.6% | -35.5% | -29.0% |
| 6M | -52.1% | -16.9% | -35.2% | -51.0% |
| YTD | -63.1% | -18.6% | -44.4% | -62.7% |
| 1Y | -73.1% | -26.7% | -46.4% | -69.8% |
| All | -73.1% | -26.3% | -46.7% | -69.8% |
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