+400.7%
TXN vs DPZ
+145.4%
+255.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +2.0% | -8.6% | +10.5% | +4.1% |
| 30D | -8.0% | -11.2% | +3.2% | -5.6% |
| 3M | -7.8% | +1.4% | -9.2% | -9.0% |
| 6M | +32.4% | -19.9% | +52.3% | +38.6% |
| YTD | +51.7% | -23.0% | +74.7% | +59.9% |
| 1Y | +44.3% | -28.2% | +72.5% | +54.8% |
| 3Y | +71.3% | -14.2% | +85.5% | +73.0% |
| 5Y | +56.4% | -33.4% | +89.8% | +65.2% |
| All | +400.7% | +145.4% | +255.3% | +289.0% |
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