+25.8%
TMO vs DPZ
-25.6%
+51.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | -1.4% | -2.5% | +1.2% | -1.0% |
| 30D | +6.2% | -7.0% | +13.2% | +7.5% |
| 3M | +27.5% | +11.6% | +15.9% | +24.4% |
| 6M | +20.0% | -15.2% | +35.1% | +21.7% |
| YTD | +6.1% | -17.2% | +23.4% | +7.3% |
| 1Y | +25.8% | -24.8% | +50.7% | +28.2% |
| All | +25.8% | -25.6% | +51.4% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling