-10.1%
TSM vs DPZ
+1.2%
-11.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +5.5% |
| 7D | -7.6% | +6.6% | -14.1% | -5.2% |
| 30D | -20.5% | +10.3% | -30.8% | -17.3% |
| 3M | -10.0% | -6.2% | -3.8% | -11.5% |
| 6M | -10.1% | +4.2% | -14.3% | -6.8% |
| All | -10.1% | +1.2% | -11.3% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling