+84.7%
TFC vs DPZ
+125.0%
-40.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | +0.3% | +3.7% | -3.4% | -0.4% |
| 30D | +9.2% | +8.0% | +1.1% | +7.6% |
| 3M | -2.9% | -4.2% | +1.3% | -2.3% |
| 6M | +3.5% | +4.6% | -1.1% | +2.2% |
| YTD | +5.4% | -18.4% | +23.9% | +8.7% |
| 1Y | +17.3% | -16.8% | +34.1% | +20.5% |
| 3Y | +96.7% | -5.0% | +101.7% | +95.7% |
| 5Y | -1.1% | -27.8% | +26.7% | +0.4% |
| 10Y | +84.7% | +121.1% | -36.3% | +58.9% |
| All | +84.7% | +125.0% | -40.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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