+786.5%
TSEM vs DPZ
+140.2%
+646.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.5% | -9.5% | -7.2% |
| 7D | +7.0% | +2.2% | +4.7% | +6.7% |
| 30D | -29.8% | +15.5% | -45.3% | -31.2% |
| 3M | -41.9% | -2.0% | -39.9% | -42.0% |
| 6M | -45.8% | +12.1% | -57.9% | -47.5% |
| YTD | +25.1% | -16.6% | +41.7% | +27.8% |
| 1Y | +48.2% | -14.6% | +62.8% | +50.6% |
| 3Y | +476.5% | -4.1% | +480.6% | +466.6% |
| 5Y | +301.4% | -28.3% | +329.8% | +315.6% |
| All | +786.5% | +140.2% | +646.2% | +525.9% |
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