+328.6%
TMO vs DPZ
+141.0%
+187.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -0.6% | -8.6% | +8.0% | +1.3% |
| 30D | +1.1% | -11.9% | +13.0% | +3.9% |
| 3M | +28.3% | +0.4% | +27.9% | +27.6% |
| 6M | +23.3% | -19.9% | +43.1% | +28.6% |
| YTD | +5.5% | -24.4% | +29.9% | +11.3% |
| 1Y | +24.5% | -30.4% | +55.0% | +33.8% |
| 3Y | +19.6% | -17.4% | +36.9% | +22.2% |
| 5Y | +8.1% | -34.6% | +42.7% | +13.7% |
| All | +328.6% | +141.0% | +187.6% | +251.9% |
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