-16.1%
TMUS vs DPZ
-17.6%
+1.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | +9.5% | +2.2% | +7.3% | +8.9% |
| 30D | +13.8% | +6.7% | +7.1% | +12.2% |
| 3M | -4.6% | -4.5% | 0.0% | -3.9% |
| 6M | -11.7% | +3.3% | -15.0% | -12.4% |
| YTD | -15.4% | -19.4% | +4.0% | -13.9% |
| 1Y | -16.1% | -17.3% | +1.1% | -14.8% |
| All | -16.1% | -17.6% | +1.4% | -14.8% |
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