+73.8%
TFC vs DPZ
+140.2%
-66.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.3% |
| 7D | +1.2% | +2.2% | -1.0% | +0.8% |
| 30D | +9.7% | +15.5% | -5.8% | +6.7% |
| 3M | -4.8% | -2.0% | -2.8% | -4.6% |
| 6M | +8.4% | +12.1% | -3.7% | +5.6% |
| YTD | +4.7% | -16.6% | +21.3% | +7.5% |
| 1Y | +15.0% | -14.6% | +29.5% | +17.5% |
| 3Y | +93.9% | -4.1% | +98.1% | +92.5% |
| 5Y | +0.6% | -28.3% | +28.9% | +2.2% |
| All | +73.8% | +140.2% | -66.4% | +43.6% |
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