+124.0%
DPZ vs TMF
-84.4%
+208.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.6% | +1.2% | +5.4% | +6.5% |
| 30D | +10.3% | +19.7% | -9.5% | +9.4% |
| 3M | -6.2% | -2.1% | -4.1% | -6.1% |
| 6M | +4.2% | -13.4% | +17.7% | +4.8% |
| YTD | -18.4% | -16.7% | -1.7% | -17.9% |
| 1Y | -14.9% | -23.3% | +8.4% | -14.1% |
| 3Y | -4.6% | -24.8% | +20.2% | -4.1% |
| 5Y | -27.4% | -88.0% | +60.6% | -25.5% |
| All | +124.0% | -84.4% | +208.4% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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