-2.5%
DPZ vs TSN
+43.3%
-45.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +9.5% | +6.9% | +2.6% | +7.8% |
| 30D | +12.8% | +15.7% | -2.9% | +9.1% |
| 3M | -6.2% | +4.3% | -10.5% | -7.3% |
| 6M | +4.3% | -10.6% | +14.9% | +6.1% |
| YTD | -16.6% | +5.2% | -21.8% | -18.1% |
| 1Y | -12.8% | +18.7% | -31.5% | -16.8% |
| All | -2.5% | +43.3% | -45.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling