+1,307.5%
TTMI vs DPZ
+5,326.0%
-4,018.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.6% |
| 7D | +12.2% | -1.5% | +13.6% | +12.6% |
| 30D | -5.7% | -4.4% | -1.3% | -4.7% |
| 3M | -27.5% | +7.6% | -35.1% | -30.9% |
| 6M | +47.1% | -16.9% | +64.1% | +52.9% |
| YTD | +87.5% | -18.6% | +106.1% | +95.5% |
| 1Y | +175.2% | -26.7% | +201.9% | +196.7% |
| 3Y | +901.9% | -9.3% | +911.2% | +873.1% |
| 5Y | +843.5% | -31.0% | +874.5% | +887.9% |
| 10Y | +1,077.0% | +152.4% | +924.6% | +558.7% |
| All | +1,307.5% | +5,326.0% | -4,018.5% | +45.3% |
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