+329.6%
TTD vs DPZ
+147.1%
+182.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.1% |
| 7D | +5.2% | +6.6% | -1.3% | +1.7% |
| 30D | +6.9% | +10.3% | -3.3% | +1.4% |
| 3M | -26.8% | -6.2% | -20.7% | -24.5% |
| 6M | -46.1% | +4.2% | -50.4% | -47.5% |
| YTD | -65.9% | -18.4% | -47.5% | -62.6% |
| 1Y | -71.8% | -14.9% | -56.9% | -69.9% |
| 3Y | -83.3% | -4.6% | -78.7% | -84.1% |
| 5Y | -81.1% | -27.4% | -53.7% | -79.2% |
| 10Y | +441.7% | +125.9% | +315.8% | +292.4% |
| All | +329.6% | +147.1% | +182.5% | +218.1% |
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