+756.4%
TTMI vs DPZ
+5,248.7%
-4,492.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.1% |
| 7D | +7.2% | -3.5% | +10.8% | +8.5% |
| 30D | -28.7% | +5.7% | -34.4% | -30.8% |
| 3M | -39.8% | -7.5% | -32.3% | -39.4% |
| 6M | -51.7% | +6.2% | -57.9% | -54.6% |
| YTD | +14.1% | -19.8% | +33.8% | +17.8% |
| 1Y | +16.0% | -18.0% | +33.9% | +18.5% |
| 3Y | +452.7% | -8.8% | +461.5% | +427.7% |
| 5Y | +451.5% | -30.2% | +481.7% | +467.1% |
| 10Y | +443.1% | +132.0% | +311.1% | +210.5% |
| All | +756.4% | +5,248.7% | -4,492.4% | -12.5% |
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