+124.0%
DPZ vs TSN
+14.3%
+109.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | +6.6% | +4.6% | +1.9% | +5.8% |
| 30D | +10.3% | +15.4% | -5.1% | +7.7% |
| 3M | -6.2% | +2.9% | -9.1% | -6.7% |
| 6M | +4.2% | -10.8% | +15.0% | +6.0% |
| YTD | -18.4% | +4.5% | -22.9% | -19.3% |
| 1Y | -14.9% | +19.5% | -34.4% | -17.8% |
| 3Y | -4.6% | +42.2% | -46.8% | -10.6% |
| 5Y | -27.4% | -14.2% | -13.2% | -27.2% |
| All | +124.0% | +14.3% | +109.7% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling