+663.0%
TSEM vs DPZ
-28.9%
+691.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +7.9% |
| 7D | +6.9% | -2.5% | +9.4% | +7.0% |
| 30D | +5.3% | -7.0% | +12.3% | +5.7% |
| 3M | -14.9% | +11.6% | -26.5% | -16.3% |
| 6M | +80.0% | -15.2% | +95.2% | +84.5% |
| YTD | +89.4% | -17.2% | +106.6% | +94.6% |
| 1Y | +253.1% | -24.8% | +277.9% | +269.4% |
| 3Y | +642.1% | -8.7% | +650.8% | +649.1% |
| All | +663.0% | -28.9% | +691.9% | +737.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling