+50.5%
TSEM vs DPZ
-17.6%
+68.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -3.9% |
| 7D | -9.5% | +2.2% | -11.6% | -7.7% |
| 30D | -35.5% | +6.7% | -42.2% | -31.7% |
| 3M | -41.6% | -4.5% | -37.0% | -41.4% |
| 6M | -30.1% | +3.3% | -33.4% | -24.8% |
| YTD | +25.7% | -19.4% | +45.1% | +32.2% |
| 1Y | +50.5% | -17.3% | +67.7% | +57.5% |
| All | +50.5% | -17.6% | +68.0% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling