-28.9%
DPZ vs TCOM
+40.6%
-69.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.5% |
| 7D | +2.2% | -1.8% | +4.0% | +2.4% |
| 30D | +15.5% | +12.1% | +3.4% | +14.1% |
| 3M | -2.0% | -3.2% | +1.2% | -1.7% |
| 6M | +12.1% | -16.6% | +28.8% | +14.0% |
| YTD | -16.6% | -39.4% | +22.8% | -12.7% |
| 1Y | -14.6% | -41.5% | +26.9% | -10.3% |
| 3Y | -4.1% | +24.4% | -28.5% | -8.2% |
| All | -28.9% | +40.6% | -69.4% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling