+94.5%
TSEM vs DPZ
+5,272.5%
-5,178.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -2.8% |
| 7D | -9.5% | +2.2% | -11.6% | -10.0% |
| 30D | -35.5% | +6.7% | -42.2% | -36.6% |
| 3M | -41.6% | -4.5% | -37.0% | -41.5% |
| 6M | -30.1% | +3.3% | -33.4% | -32.0% |
| YTD | +25.7% | -19.4% | +45.1% | +28.5% |
| 1Y | +50.5% | -17.3% | +67.7% | +52.8% |
| 3Y | +501.7% | -8.4% | +510.1% | +490.1% |
| 5Y | +310.9% | -28.2% | +339.1% | +318.0% |
| 10Y | +849.8% | +130.9% | +718.9% | +600.8% |
| All | +94.5% | +5,272.5% | -5,178.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling