+128.9%
DPZ vs TMF
-84.4%
+213.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +9.5% | +2.7% | +6.8% | +9.4% |
| 30D | +12.8% | +19.3% | -6.5% | +12.0% |
| 3M | -6.2% | -3.7% | -2.6% | -6.1% |
| 6M | +4.3% | -11.3% | +15.6% | +4.7% |
| YTD | -16.6% | -16.6% | 0.0% | -16.1% |
| 1Y | -12.8% | -21.1% | +8.3% | -12.1% |
| 3Y | -0.8% | -26.8% | +26.0% | -0.2% |
| 5Y | -25.8% | -88.0% | +62.2% | -23.9% |
| All | +128.9% | -84.4% | +213.3% | +143.7% |
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