-19.8%
TLT vs DPZ
+143.2%
-163.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | -0.3% | -7.3% | +7.0% | -0.1% |
| 30D | 0.0% | -7.6% | +7.6% | +0.2% |
| 3M | -2.9% | +1.8% | -4.7% | -2.9% |
| 6M | -6.3% | -21.8% | +15.6% | -5.7% |
| YTD | -3.3% | -22.0% | +18.7% | -2.8% |
| 1Y | -4.2% | -28.6% | +24.4% | -3.5% |
| 3Y | -1.7% | -13.1% | +11.4% | -1.5% |
| 5Y | -34.9% | -33.2% | -1.7% | -34.9% |
| 10Y | -19.8% | +147.0% | -166.8% | -19.7% |
| All | -19.8% | +143.2% | -163.0% | -19.7% |
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