-14.5%
DPZ vs TSN
+19.9%
-34.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.4% | +0.1% | +4.1% |
| 7D | +10.1% | +8.4% | +1.7% | +8.0% |
| 30D | +14.6% | +16.1% | -1.5% | +10.9% |
| 3M | -6.8% | +3.2% | -9.9% | -7.8% |
| 6M | +4.4% | -11.1% | +15.5% | +4.9% |
| YTD | -16.8% | +5.1% | -21.9% | -18.4% |
| 1Y | -14.5% | +19.4% | -33.9% | -16.5% |
| All | -14.5% | +19.9% | -34.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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