+10.6%
TMO vs DPZ
-34.6%
+45.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -0.6% | -8.6% | +8.0% | +1.7% |
| 30D | +1.1% | -11.9% | +13.0% | +4.4% |
| 3M | +28.3% | +0.4% | +27.9% | +27.4% |
| 6M | +23.3% | -19.9% | +43.1% | +29.8% |
| YTD | +5.5% | -24.4% | +29.9% | +12.7% |
| 1Y | +24.5% | -30.4% | +55.0% | +36.0% |
| 3Y | +19.6% | -17.4% | +36.9% | +21.8% |
| All | +10.6% | -34.6% | +45.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling