-25.8%
DPZ vs TSN
-13.5%
-12.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +9.5% | +6.9% | +2.6% | +7.9% |
| 30D | +12.8% | +15.7% | -2.9% | +9.3% |
| 3M | -6.2% | +4.3% | -10.5% | -7.2% |
| 6M | +4.3% | -10.6% | +14.9% | +6.3% |
| YTD | -16.6% | +5.2% | -21.8% | -18.0% |
| 1Y | -12.8% | +18.7% | -31.5% | -16.5% |
| 3Y | -0.8% | +41.8% | -42.6% | -9.1% |
| 5Y | -25.8% | -13.6% | -12.2% | -25.2% |
| All | -25.8% | -13.5% | -12.3% | -25.2% |
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 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