+322.0%
TSM vs DPZ
-3.1%
+325.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.5% |
| 7D | -7.6% | +6.6% | -14.1% | -8.0% |
| 30D | -20.5% | +10.3% | -30.8% | -21.2% |
| 3M | -10.0% | -6.2% | -3.8% | -9.3% |
| 6M | -10.1% | +4.2% | -14.3% | -10.9% |
| YTD | +24.5% | -18.4% | +42.9% | +30.0% |
| 1Y | +31.2% | -14.9% | +46.1% | +35.1% |
| 3Y | +322.0% | -4.6% | +326.6% | +303.4% |
| All | +322.0% | -3.1% | +325.1% | +303.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling