+849.8%
TSEM vs DPZ
+116.9%
+732.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -2.9% |
| 7D | -9.5% | +2.2% | -11.6% | -9.8% |
| 30D | -35.5% | +6.7% | -42.2% | -36.2% |
| 3M | -41.6% | -4.5% | -37.0% | -41.4% |
| 6M | -30.1% | +3.3% | -33.4% | -31.4% |
| YTD | +25.7% | -19.4% | +45.1% | +29.0% |
| 1Y | +50.5% | -17.3% | +67.7% | +53.4% |
| 3Y | +501.7% | -8.4% | +510.1% | +495.3% |
| 5Y | +310.9% | -28.2% | +339.1% | +323.6% |
| 10Y | +849.8% | +130.9% | +718.9% | +605.7% |
| All | +849.8% | +116.9% | +732.9% | +605.7% |
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