+124.0%
DPZ vs TAP
-49.3%
+173.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.5% |
| 7D | +6.6% | +0.5% | +6.0% | +6.5% |
| 30D | +10.3% | +9.1% | +1.1% | +8.9% |
| 3M | -6.2% | -3.8% | -2.4% | -5.7% |
| 6M | +4.2% | -3.4% | +7.7% | +4.7% |
| YTD | -18.4% | -10.6% | -7.8% | -17.4% |
| 1Y | -14.9% | -4.4% | -10.5% | -14.7% |
| 3Y | -4.6% | -24.4% | +19.7% | -2.0% |
| 5Y | -27.4% | +2.1% | -29.5% | -27.5% |
| All | +124.0% | -49.3% | +173.3% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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