-83.3%
TTD vs DPZ
-3.1%
-80.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +5.2% | +6.6% | -1.3% | +2.9% |
| 30D | +6.9% | +10.3% | -3.3% | +3.4% |
| 3M | -26.8% | -6.2% | -20.7% | -25.3% |
| 6M | -46.1% | +4.2% | -50.4% | -46.8% |
| YTD | -65.9% | -18.4% | -47.5% | -64.3% |
| 1Y | -71.8% | -14.9% | -56.9% | -70.8% |
| 3Y | -83.3% | -4.6% | -78.7% | -82.4% |
| All | -83.3% | -3.1% | -80.2% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling