+295.2%
TEL vs DPZ
+145.4%
+149.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.3% | -8.6% | +6.3% | -0.3% |
| 30D | -6.1% | -11.2% | +5.1% | -3.6% |
| 3M | +1.7% | +1.4% | +0.3% | +0.9% |
| 6M | +1.6% | -19.9% | +21.5% | +6.3% |
| YTD | -9.1% | -23.0% | +13.9% | -4.1% |
| 1Y | -1.7% | -28.2% | +26.6% | +5.2% |
| 3Y | +67.3% | -14.2% | +81.5% | +69.4% |
| 5Y | +52.1% | -33.4% | +85.5% | +59.2% |
| All | +295.2% | +145.4% | +149.8% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DPZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling