+679.5%
TSEM vs DPZ
-10.0%
+689.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.2% |
| 7D | +10.4% | -1.5% | +11.9% | +10.4% |
| 30D | -12.9% | -4.4% | -8.5% | -12.9% |
| 3M | -9.2% | +7.6% | -16.8% | -9.9% |
| 6M | +98.8% | -16.9% | +115.7% | +106.4% |
| YTD | +87.2% | -18.6% | +105.8% | +94.9% |
| 1Y | +239.0% | -26.7% | +265.6% | +262.9% |
| 3Y | +679.5% | -9.3% | +688.8% | +699.4% |
| All | +679.5% | -10.0% | +689.5% | +699.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling