+154.5%
DPZ vs TCOM
-9.6%
+164.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.5% | -9.5% | +7.0% | -1.6% |
| 30D | -7.0% | -10.7% | +3.8% | -6.0% |
| 3M | +11.6% | -14.6% | +26.2% | +13.1% |
| 6M | -15.2% | -19.3% | +4.2% | -13.6% |
| YTD | -17.2% | -42.9% | +25.7% | -13.2% |
| 1Y | -24.8% | -43.8% | +18.9% | -21.1% |
| 3Y | -8.7% | +2.1% | -10.8% | -10.5% |
| 5Y | -28.9% | +31.2% | -60.1% | -33.5% |
| All | +154.5% | -9.6% | +164.2% | +135.6% |
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