+124.0%
DPZ vs TCOM
+3.1%
+120.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.3% |
| 7D | +6.6% | +12.1% | -5.5% | +5.4% |
| 30D | +10.3% | +16.5% | -6.2% | +8.7% |
| 3M | -6.2% | -4.0% | -2.1% | -5.9% |
| 6M | +4.2% | -18.5% | +22.8% | +6.0% |
| YTD | -18.4% | -38.3% | +19.9% | -15.1% |
| 1Y | -14.9% | -36.6% | +21.7% | -11.8% |
| 3Y | -4.6% | +31.1% | -35.8% | -8.6% |
| 5Y | -27.4% | +47.6% | -75.0% | -32.7% |
| All | +124.0% | +3.1% | +120.8% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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