-2.5%
DPZ vs TAP
-20.1%
+17.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +9.5% | +7.7% | +1.8% | +7.3% |
| 30D | +12.8% | +14.4% | -1.6% | +8.8% |
| 3M | -6.2% | +2.0% | -8.3% | -6.9% |
| 6M | +4.3% | +2.5% | +1.8% | +3.2% |
| YTD | -16.6% | -6.4% | -10.2% | -16.3% |
| 1Y | -12.8% | -2.3% | -10.5% | -13.3% |
| All | -2.5% | -20.1% | +17.5% | -3.0% |
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