-30.2%
DPZ vs TAP
+1.8%
-32.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.5% | -8.0% | +4.4% | -1.4% |
| 30D | +5.7% | +4.1% | +1.6% | +4.6% |
| 3M | -7.5% | -4.4% | -3.1% | -6.5% |
| 6M | +6.2% | -1.9% | +8.2% | +6.6% |
| YTD | -19.8% | -12.1% | -7.7% | -17.9% |
| 1Y | -18.0% | -12.0% | -5.9% | -16.1% |
| 3Y | -8.8% | -25.0% | +16.2% | -4.3% |
| 5Y | -30.2% | -1.1% | -29.1% | -30.7% |
| All | -30.2% | +1.8% | -32.0% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling