+96.0%
TFC vs DPZ
-4.7%
+100.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.6% |
| 7D | +2.3% | +2.2% | 0.0% | +1.7% |
| 30D | +10.8% | +15.5% | -4.7% | +7.3% |
| 3M | -3.8% | -2.0% | -1.8% | -3.6% |
| 6M | +9.6% | +12.1% | -2.6% | +6.3% |
| YTD | +5.8% | -16.6% | +22.4% | +9.7% |
| 1Y | +16.2% | -14.6% | +30.7% | +19.6% |
| 3Y | +96.0% | -4.1% | +100.1% | +90.0% |
| All | +96.0% | -4.7% | +100.7% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling