+138.9%
DPZ vs TAP
-47.7%
+186.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.5% | -6.3% | +3.9% | -1.5% |
| 30D | +12.5% | +2.7% | +9.8% | +12.1% |
| 3M | -5.2% | -3.7% | -1.5% | -4.7% |
| 6M | +8.8% | -2.0% | +10.8% | +9.0% |
| YTD | -18.7% | -12.3% | -6.3% | -17.5% |
| 1Y | -15.7% | -10.1% | -5.6% | -14.7% |
| 3Y | -7.5% | -25.3% | +17.8% | -4.8% |
| 5Y | -30.1% | -1.9% | -28.1% | -29.9% |
| All | +138.9% | -47.7% | +186.6% | +148.8% |
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