+5,861.3%
DPZ vs TMF
-68.9%
+5,930.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -2.5% | -1.4% | -1.1% | -2.6% |
| 30D | -7.0% | -2.8% | -4.1% | -7.1% |
| 3M | +11.6% | -10.9% | +22.5% | +11.0% |
| 6M | -15.2% | -21.3% | +6.1% | -16.1% |
| YTD | -17.2% | -15.9% | -1.4% | -17.9% |
| 1Y | -24.8% | -15.7% | -9.1% | -25.4% |
| 3Y | -8.7% | -43.4% | +34.7% | -10.8% |
| 5Y | -28.9% | -87.8% | +58.8% | -38.0% |
| 10Y | +153.6% | -86.7% | +240.4% | +134.1% |
| All | +5,861.3% | -68.9% | +5,930.2% | +6,982.7% |
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 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