+138.9%
DPZ vs TCOM
+5.0%
+134.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | +12.5% | +11.5% | +1.0% | +11.4% |
| 3M | -5.2% | -5.2% | 0.0% | -4.8% |
| 6M | +8.8% | -16.9% | +25.7% | +10.4% |
| YTD | -18.7% | -39.9% | +21.3% | -15.2% |
| 1Y | -15.7% | -42.1% | +26.4% | -11.8% |
| 3Y | -7.5% | +28.0% | -35.6% | -11.1% |
| 5Y | -30.1% | +40.4% | -70.5% | -34.9% |
| All | +138.9% | +5.0% | +134.0% | +118.7% |
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