+445.5%
TTMI vs DPZ
-5.8%
+451.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | 0.0% | +13.3% | +13.3% |
| 7D | -1.6% | +3.7% | -5.3% | -1.0% |
| 30D | -37.7% | +8.0% | -45.8% | -36.9% |
| 3M | -45.1% | -4.2% | -40.9% | -44.4% |
| 6M | -52.1% | +4.6% | -56.7% | -51.5% |
| YTD | +9.2% | -18.4% | +27.6% | +15.3% |
| 1Y | +12.9% | -16.8% | +29.7% | +18.4% |
| 3Y | +445.5% | -5.0% | +450.5% | +404.1% |
| All | +445.5% | -5.8% | +451.3% | +404.1% |
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 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