+11,012.8%
TSM vs DPZ
+5,339.6%
+5,673.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +3.7% | -6.2% | -3.6% |
| 30D | -14.3% | +8.0% | -22.3% | -16.3% |
| 3M | -7.2% | -4.2% | -3.0% | -6.8% |
| 6M | -5.1% | +4.6% | -9.7% | -7.8% |
| YTD | +28.9% | -18.4% | +47.3% | +33.5% |
| 1Y | +37.1% | -16.8% | +53.8% | +40.9% |
| 3Y | +341.5% | -5.0% | +346.5% | +330.1% |
| 5Y | +245.7% | -27.8% | +273.5% | +256.5% |
| 10Y | +1,502.2% | +121.1% | +1,381.2% | +1,012.3% |
| All | +11,012.8% | +5,339.6% | +5,673.3% | +2,291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling