+98.6%
TFC vs DPZ
+150.4%
-51.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.8% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | -2.5% | -4.4% | +1.9% | -1.7% |
| 3M | +4.5% | +7.6% | -3.1% | +2.8% |
| 6M | +11.0% | -16.9% | +27.9% | +14.4% |
| YTD | +5.9% | -18.6% | +24.5% | +9.4% |
| 1Y | +14.6% | -26.7% | +41.2% | +20.7% |
| 3Y | +96.7% | -9.3% | +106.0% | +97.4% |
| 5Y | +15.6% | -31.0% | +46.6% | +18.2% |
| 10Y | +98.6% | +152.4% | -53.8% | +55.4% |
| All | +98.6% | +150.4% | -51.8% | +55.4% |
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