+1,326.7%
TSEM vs DPZ
+143.2%
+1,183.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.9% |
| 7D | +4.7% | -7.3% | +12.0% | +5.8% |
| 30D | -14.2% | -7.6% | -6.7% | -13.4% |
| 3M | -5.0% | +1.8% | -6.9% | -6.3% |
| 6M | +87.6% | -21.8% | +109.4% | +94.2% |
| YTD | +84.4% | -22.0% | +106.4% | +90.7% |
| 1Y | +235.4% | -28.6% | +264.0% | +252.7% |
| 3Y | +668.0% | -13.1% | +681.1% | +668.3% |
| 5Y | +644.7% | -33.2% | +678.0% | +679.9% |
| 10Y | +1,326.7% | +147.0% | +1,179.7% | +945.1% |
| All | +1,326.7% | +143.2% | +1,183.5% | +945.1% |
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