+244.6%
TMUS vs DPZ
+129.5%
+115.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | +8.2% | -3.5% | +11.7% | +8.9% |
| 30D | +13.4% | +5.7% | +7.7% | +12.1% |
| 3M | -3.0% | -7.5% | +4.4% | -1.7% |
| 6M | -8.8% | +6.2% | -15.0% | -10.0% |
| YTD | -13.8% | -19.8% | +5.9% | -10.8% |
| 1Y | -17.1% | -18.0% | +0.9% | -14.6% |
| 3Y | +22.7% | -8.8% | +31.5% | +22.0% |
| 5Y | +52.8% | -30.2% | +83.0% | +57.4% |
| 10Y | +244.6% | +132.0% | +112.6% | +189.0% |
| All | +244.6% | +129.5% | +115.1% | +189.0% |
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