+1,005.6%
TTWO vs DPZ
+5,417.8%
-4,412.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -8.8% | -2.5% | -6.2% | -8.1% |
| 30D | -8.6% | -7.0% | -1.6% | -6.9% |
| 3M | -0.9% | +11.6% | -12.5% | -4.4% |
| 6M | -0.5% | -15.2% | +14.7% | +3.1% |
| YTD | -16.1% | -17.2% | +1.1% | -12.6% |
| 1Y | -10.8% | -24.8% | +14.1% | -4.8% |
| 3Y | +51.4% | -8.7% | +60.0% | +49.8% |
| 5Y | +33.7% | -28.9% | +62.6% | +39.4% |
| 10Y | +380.3% | +153.6% | +226.7% | +236.4% |
| All | +1,005.6% | +5,417.8% | -4,412.2% | +195.5% |
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