+36.0%
TSM vs DPZ
-14.7%
+50.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.7% | -1.0% |
| 7D | -10.0% | +10.1% | -20.1% | -7.9% |
| 30D | -18.5% | +14.6% | -33.1% | -15.9% |
| 3M | -4.9% | -6.8% | +1.9% | -5.4% |
| 6M | -1.0% | +4.4% | -5.4% | +1.5% |
| YTD | +31.3% | -16.8% | +48.1% | +34.2% |
| 1Y | +36.0% | -14.5% | +50.5% | +40.2% |
| All | +36.0% | -14.7% | +50.7% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling