+80.9%
TSEM vs DPZ
+5,341.2%
-5,260.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +5.3% |
| 7D | -17.5% | +6.6% | -24.1% | -18.7% |
| 30D | -44.7% | +10.3% | -55.0% | -46.0% |
| 3M | -38.9% | -6.2% | -32.7% | -38.7% |
| 6M | -36.7% | +4.2% | -40.9% | -38.5% |
| YTD | +17.0% | -18.4% | +35.4% | +19.3% |
| 1Y | +62.8% | -14.9% | +77.8% | +64.3% |
| 3Y | +471.3% | -4.6% | +475.9% | +455.3% |
| 5Y | +290.3% | -27.4% | +317.7% | +296.1% |
| 10Y | +790.1% | +125.9% | +664.2% | +560.3% |
| All | +80.9% | +5,341.2% | -5,260.2% | -27.3% |
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 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