+33.0%
TSM vs DPZ
-16.5%
+49.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +3.7% | -6.2% | -1.6% |
| 30D | -14.3% | +8.0% | -22.3% | -12.6% |
| 3M | -7.2% | -4.2% | -3.0% | -7.3% |
| 6M | -5.1% | +4.6% | -9.7% | -3.2% |
| YTD | +28.9% | -18.4% | +47.3% | +31.8% |
| All | +33.0% | -16.5% | +49.5% | +36.2% |
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