+59.9%
TXN vs DPZ
-34.0%
+93.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.9% |
| 7D | +2.7% | -7.3% | +9.9% | +4.3% |
| 30D | -6.7% | -7.6% | +0.9% | -5.3% |
| 3M | -8.9% | +1.8% | -10.7% | -10.2% |
| 6M | +34.7% | -21.8% | +56.5% | +42.8% |
| YTD | +53.3% | -22.0% | +75.3% | +62.1% |
| 1Y | +45.0% | -28.6% | +73.6% | +57.4% |
| 3Y | +73.1% | -13.1% | +86.2% | +74.0% |
| 5Y | +59.9% | -33.2% | +93.1% | +75.0% |
| All | +59.9% | -34.0% | +93.9% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling