+210.1%
TFC vs DPZ
+5,341.2%
-5,131.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.2% |
| 7D | +1.2% | +6.6% | -5.3% | -0.8% |
| 30D | +8.3% | +10.3% | -2.0% | +5.0% |
| 3M | -5.2% | -6.2% | +1.0% | -3.6% |
| 6M | -0.8% | +4.2% | -5.0% | -2.9% |
| YTD | +3.4% | -18.4% | +21.8% | +8.6% |
| 1Y | +17.0% | -14.9% | +31.9% | +21.2% |
| 3Y | +86.2% | -4.6% | +90.8% | +82.4% |
| 5Y | -2.3% | -27.4% | +25.1% | +2.0% |
| 10Y | +93.9% | +125.9% | -32.0% | +23.8% |
| All | +210.1% | +5,341.2% | -5,131.1% | -41.8% |
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