+398.5%
TTMI vs DPZ
+130.6%
+267.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -11.5% | +2.2% | -13.7% | -11.9% |
| 30D | -40.3% | +6.7% | -47.0% | -41.2% |
| 3M | -44.5% | -4.5% | -39.9% | -44.4% |
| 6M | -54.1% | +3.3% | -57.4% | -55.2% |
| YTD | +4.7% | -19.4% | +24.1% | +7.7% |
| 1Y | +3.3% | -17.3% | +20.6% | +5.5% |
| 3Y | +407.2% | -8.4% | +415.6% | +396.7% |
| 5Y | +406.5% | -28.2% | +434.7% | +415.5% |
| All | +398.5% | +130.6% | +267.9% | +361.7% |
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