-2.5%
DPZ vs TCOM
+28.6%
-31.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +9.5% | +13.6% | -4.1% | +8.0% |
| 30D | +12.8% | +14.5% | -1.7% | +11.2% |
| 3M | -6.2% | -4.7% | -1.6% | -5.9% |
| 6M | +4.3% | -16.4% | +20.7% | +5.8% |
| YTD | -16.6% | -39.1% | +22.5% | -13.1% |
| 1Y | -12.8% | -37.8% | +25.0% | -9.4% |
| All | -2.5% | +28.6% | -31.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling