+1,753.6%
TSM vs DPZ
+150.4%
+1,603.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.7% |
| 7D | +6.0% | -1.5% | +7.5% | +6.3% |
| 30D | +4.5% | -4.4% | +8.9% | +5.3% |
| 3M | +3.1% | +7.6% | -4.5% | +0.8% |
| 6M | +30.2% | -16.9% | +47.2% | +34.3% |
| YTD | +45.2% | -18.6% | +63.8% | +50.3% |
| 1Y | +79.6% | -26.7% | +106.2% | +89.8% |
| 3Y | +411.0% | -9.3% | +420.3% | +408.9% |
| 5Y | +290.7% | -31.0% | +321.7% | +304.6% |
| 10Y | +1,753.6% | +152.4% | +1,601.2% | +1,225.4% |
| All | +1,753.6% | +150.4% | +1,603.2% | +1,225.4% |
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