+1,598.5%
TSM vs DPZ
+116.9%
+1,481.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.2% |
| 7D | -2.1% | +2.2% | -4.2% | -2.5% |
| 30D | -12.5% | +6.7% | -19.2% | -13.7% |
| 3M | -5.0% | -4.5% | -0.5% | -4.6% |
| 6M | -3.2% | +3.3% | -6.5% | -4.8% |
| YTD | +31.5% | -19.4% | +50.9% | +35.9% |
| 1Y | +35.7% | -17.3% | +53.0% | +39.2% |
| 3Y | +323.5% | -8.4% | +331.9% | +320.0% |
| 5Y | +263.4% | -28.2% | +291.6% | +272.1% |
| 10Y | +1,598.5% | +130.9% | +1,467.6% | +1,307.1% |
| All | +1,598.5% | +116.9% | +1,481.6% | +1,307.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling