+5,907.9%
DPZ vs TMF
-69.1%
+5,977.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +9.5% | +2.7% | +6.8% | +9.6% |
| 30D | +12.8% | +19.3% | -6.5% | +13.7% |
| 3M | -6.2% | -3.7% | -2.6% | -6.4% |
| 6M | +4.3% | -11.3% | +15.6% | +3.7% |
| YTD | -16.6% | -16.6% | 0.0% | -17.3% |
| 1Y | -12.8% | -21.1% | +8.3% | -13.8% |
| 3Y | -0.8% | -26.8% | +26.0% | -1.4% |
| 5Y | -25.8% | -88.0% | +62.2% | -35.5% |
| 10Y | +130.9% | -84.7% | +215.6% | +117.9% |
| All | +5,907.9% | -69.1% | +5,977.0% | +7,035.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling