+5,622.1%
DPZ vs TSN
+265.8%
+5,356.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -2.5% | -6.3% | +3.8% | -0.8% |
| 30D | -7.0% | -10.8% | +3.8% | -4.0% |
| 3M | +11.6% | -8.8% | +20.4% | +14.4% |
| 6M | -15.2% | -16.8% | +1.6% | -11.1% |
| YTD | -17.2% | -10.0% | -7.3% | -15.3% |
| 1Y | -24.8% | -5.3% | -19.6% | -24.4% |
| 3Y | -8.7% | +8.5% | -17.2% | -12.7% |
| 5Y | -28.9% | -22.9% | -6.0% | -26.4% |
| 10Y | +153.6% | -12.6% | +166.3% | +133.2% |
| All | +5,622.1% | +265.8% | +5,356.3% | +2,288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling