-8.4%
DPZ vs TAP
-23.3%
+14.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +2.2% | -4.5% | +6.7% | +3.5% |
| 30D | +6.7% | +7.5% | -0.8% | +4.7% |
| 3M | -4.5% | -4.9% | +0.4% | -3.4% |
| 6M | +3.3% | -3.5% | +6.8% | +3.9% |
| YTD | -19.4% | -11.4% | -8.0% | -17.9% |
| 1Y | -17.3% | -10.8% | -6.5% | -15.9% |
| 3Y | -8.4% | -24.5% | +16.1% | -8.4% |
| All | -8.4% | -23.3% | +14.9% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling