+5,666.8%
DPZ vs TCOM
+2,124.4%
+3,542.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +9.5% | +13.6% | -4.1% | +7.4% |
| 30D | +12.8% | +14.5% | -1.7% | +10.5% |
| 3M | -6.2% | -4.7% | -1.6% | -5.6% |
| 6M | +4.3% | -16.4% | +20.7% | +6.8% |
| YTD | -16.6% | -39.1% | +22.5% | -10.7% |
| 1Y | -12.8% | -37.8% | +25.0% | -7.0% |
| 3Y | -0.8% | +31.1% | -31.9% | -8.4% |
| 5Y | -25.8% | +45.7% | -71.5% | -35.9% |
| 10Y | +130.9% | +3.7% | +127.1% | +97.1% |
| All | +5,666.8% | +2,124.4% | +3,542.4% | +2,367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling