+224.4%
TFC vs DPZ
+5,417.8%
-5,193.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +2.4% | -2.5% | +5.0% | +3.3% |
| 30D | -1.3% | -7.0% | +5.7% | +0.8% |
| 3M | +6.1% | +11.6% | -5.5% | +1.9% |
| 6M | +7.3% | -15.2% | +22.5% | +11.9% |
| YTD | +8.2% | -17.2% | +25.4% | +13.3% |
| 1Y | +14.4% | -24.8% | +39.3% | +23.4% |
| 3Y | +93.7% | -8.7% | +102.4% | +92.6% |
| 5Y | +16.4% | -28.9% | +45.3% | +22.3% |
| 10Y | +101.6% | +153.6% | -52.1% | +23.4% |
| All | +224.4% | +5,417.8% | -5,193.4% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling