-27.5%
DPZ vs TSN
-14.6%
-13.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | +6.6% | +4.6% | +1.9% | +5.5% |
| 30D | +10.3% | +15.4% | -5.1% | +6.9% |
| 3M | -6.2% | +2.9% | -9.1% | -6.9% |
| 6M | +4.2% | -10.8% | +15.0% | +6.4% |
| YTD | -18.4% | +4.5% | -22.9% | -19.6% |
| 1Y | -14.9% | +19.5% | -34.4% | -18.7% |
| 3Y | -4.6% | +42.2% | -46.8% | -12.6% |
| All | -27.5% | -14.6% | -13.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling