+42.5%
DPZ vs TENB
+31.4%
+11.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.6% |
| 7D | +3.7% | -8.0% | +11.6% | +4.9% |
| 30D | +8.0% | +5.0% | +3.0% | +6.7% |
| 3M | -4.2% | +20.0% | -24.2% | -8.0% |
| 6M | +4.6% | +100.0% | -95.5% | -9.0% |
| YTD | -18.4% | +85.6% | -104.0% | -28.8% |
| 1Y | -16.8% | +57.8% | -74.6% | -25.2% |
| 3Y | -5.0% | +17.6% | -22.6% | -11.4% |
| 5Y | -27.8% | -21.7% | -6.1% | -30.5% |
| All | +42.5% | +31.4% | +11.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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