+52.2%
TEM vs DPZ
-36.7%
+88.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.5% | -2.7% |
| 7D | -1.1% | -7.3% | +6.2% | +2.6% |
| 30D | +11.3% | -7.6% | +18.9% | +15.1% |
| 3M | +25.5% | +1.8% | +23.7% | +21.1% |
| 6M | +17.1% | -21.8% | +38.9% | +34.3% |
| YTD | +3.8% | -22.0% | +25.8% | +18.8% |
| 1Y | -24.4% | -28.6% | +4.3% | -7.3% |
| All | +52.2% | -36.7% | +88.9% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling