+0.8%
TFC vs DPZ
-28.5%
+29.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.5% |
| 7D | +2.3% | +2.2% | 0.0% | +1.7% |
| 30D | +10.8% | +15.5% | -4.7% | +6.7% |
| 3M | -3.8% | -2.0% | -1.8% | -3.5% |
| 6M | +9.6% | +12.1% | -2.6% | +5.6% |
| YTD | +5.8% | -16.6% | +22.4% | +10.0% |
| 1Y | +16.2% | -14.6% | +30.7% | +19.9% |
| 3Y | +96.0% | -4.1% | +100.1% | +91.2% |
| All | +0.8% | -28.5% | +29.3% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling