+71.9%
TXN vs DPZ
-12.8%
+84.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.6% |
| 7D | +2.7% | -7.3% | +9.9% | +3.8% |
| 30D | -6.7% | -7.6% | +0.9% | -5.7% |
| 3M | -8.9% | +1.8% | -10.7% | -9.9% |
| 6M | +34.7% | -21.8% | +56.5% | +42.9% |
| YTD | +53.3% | -22.0% | +75.3% | +62.4% |
| 1Y | +45.0% | -28.6% | +73.6% | +58.0% |
| All | +71.9% | -12.8% | +84.7% | +70.8% |
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