+852.7%
TSEM vs DPZ
+134.3%
+718.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +20.5% | -2.5% | +23.0% | +20.8% |
| 30D | -29.0% | +12.5% | -41.5% | -30.2% |
| 3M | -39.4% | -5.2% | -34.1% | -39.1% |
| 6M | -28.5% | +8.8% | -37.3% | -30.5% |
| YTD | +34.4% | -18.7% | +53.1% | +37.8% |
| 1Y | +48.3% | -15.7% | +64.0% | +50.8% |
| 3Y | +543.5% | -7.5% | +551.0% | +535.8% |
| 5Y | +331.4% | -30.1% | +361.5% | +348.0% |
| All | +852.7% | +134.3% | +718.4% | +574.7% |
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