-12.5%
TLT vs DPZ
+125.0%
-137.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +0.3% | +3.7% | -3.4% | +0.2% |
| 30D | +5.1% | +8.0% | -2.9% | +4.9% |
| 3M | -0.2% | -4.2% | +4.0% | -0.1% |
| 6M | -2.9% | +4.6% | -7.5% | -3.1% |
| YTD | -2.7% | -18.4% | +15.7% | -2.3% |
| 1Y | -4.6% | -16.8% | +12.2% | -4.3% |
| 3Y | +6.1% | -5.0% | +11.1% | +6.1% |
| 5Y | -35.1% | -27.8% | -7.3% | -35.2% |
| 10Y | -12.5% | +121.1% | -133.6% | -13.2% |
| All | -12.5% | +125.0% | -137.5% | -13.2% |
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