+396.5%
TTMI vs DPZ
+140.2%
+256.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.2% |
| 7D | +11.4% | +2.2% | +9.2% | +11.0% |
| 30D | -28.3% | +15.5% | -43.8% | -30.1% |
| 3M | -46.7% | -2.0% | -44.7% | -46.8% |
| 6M | -56.1% | +12.1% | -68.3% | -57.8% |
| YTD | +7.4% | -16.6% | +23.9% | +9.9% |
| 1Y | +17.4% | -14.6% | +32.0% | +19.4% |
| 3Y | +429.1% | -4.1% | +433.3% | +414.1% |
| 5Y | +418.8% | -28.3% | +447.1% | +429.6% |
| All | +396.5% | +140.2% | +256.3% | +355.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling