+529.3%
TSEM vs DPZ
-5.8%
+535.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -2.0% | +3.7% | -5.6% | -1.4% |
| 30D | -33.4% | +8.0% | -41.4% | -32.7% |
| 3M | -39.7% | -4.2% | -35.5% | -39.2% |
| 6M | -27.8% | +4.6% | -32.4% | -27.4% |
| YTD | +29.7% | -18.4% | +48.1% | +36.3% |
| 1Y | +81.1% | -16.8% | +97.9% | +89.3% |
| 3Y | +529.3% | -5.0% | +534.3% | +582.1% |
| All | +529.3% | -5.8% | +535.1% | +582.1% |
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 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