+2,141.0%
TMO vs DPZ
+5,326.0%
-3,185.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +1.5% | -4.4% | +5.9% | +2.5% |
| 3M | +28.5% | +7.6% | +20.9% | +25.7% |
| 6M | +20.4% | -16.9% | +37.3% | +25.1% |
| YTD | +4.3% | -18.6% | +22.9% | +8.8% |
| 1Y | +24.1% | -26.7% | +50.8% | +32.6% |
| 3Y | +17.5% | -9.3% | +26.8% | +17.5% |
| 5Y | +6.8% | -31.0% | +37.8% | +12.3% |
| 10Y | +311.9% | +152.4% | +159.5% | +199.3% |
| All | +2,141.0% | +5,326.0% | -3,185.0% | +558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling