+379.4%
TTD vs DPZ
+150.6%
+228.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.5% |
| 7D | +6.3% | -2.5% | +8.9% | +7.8% |
| 30D | -23.9% | -7.0% | -16.9% | -20.8% |
| 3M | -31.4% | +11.6% | -43.0% | -35.3% |
| 6M | -42.7% | -15.2% | -27.5% | -37.9% |
| YTD | -62.0% | -17.2% | -44.7% | -58.4% |
| 1Y | -72.2% | -24.8% | -47.4% | -68.2% |
| 3Y | -81.9% | -8.7% | -73.3% | -82.3% |
| 5Y | -81.5% | -28.9% | -52.6% | -79.5% |
| All | +379.4% | +150.6% | +228.8% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling