+273.1%
TSM vs DPZ
-28.9%
+302.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +2.7% | -2.5% | +5.3% | +3.2% |
| 30D | +3.6% | -7.0% | +10.6% | +4.9% |
| 3M | -3.4% | +11.6% | -15.0% | -6.3% |
| 6M | +20.6% | -15.2% | +35.8% | +24.6% |
| YTD | +41.9% | -17.2% | +59.1% | +47.3% |
| 1Y | +84.4% | -24.8% | +109.2% | +95.9% |
| 3Y | +380.2% | -8.7% | +388.9% | +376.3% |
| All | +273.1% | -28.9% | +302.0% | +276.6% |
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