+74.7%
TNA vs DPZ
+145.4%
-70.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.2% |
| 7D | -7.6% | -8.6% | +1.0% | -1.9% |
| 30D | -13.6% | -11.2% | -2.4% | -6.9% |
| 3M | +2.8% | +1.4% | +1.4% | -0.4% |
| 6M | +34.5% | -19.9% | +54.4% | +51.8% |
| YTD | +41.0% | -23.0% | +64.0% | +62.4% |
| 1Y | +52.0% | -28.2% | +80.2% | +83.5% |
| 3Y | +103.5% | -14.2% | +117.7% | +118.0% |
| 5Y | -22.5% | -33.4% | +10.9% | -2.9% |
| All | +74.7% | +145.4% | -70.8% | +4.5% |
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