+236.4%
TSM vs DPZ
-27.1%
+263.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.7% |
| 7D | -7.6% | +6.6% | -14.1% | -8.6% |
| 30D | -20.5% | +10.3% | -30.8% | -21.9% |
| 3M | -10.0% | -6.2% | -3.8% | -9.2% |
| 6M | -10.1% | +4.2% | -14.3% | -11.6% |
| YTD | +24.5% | -18.4% | +42.9% | +29.4% |
| 1Y | +31.2% | -14.9% | +46.1% | +34.6% |
| 3Y | +322.0% | -4.6% | +326.6% | +312.6% |
| All | +236.4% | -27.1% | +263.5% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling