+12,132.1%
TSM vs DPZ
+5,417.8%
+6,714.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.3% |
| 7D | +2.7% | -2.5% | +5.3% | +3.4% |
| 30D | +3.6% | -7.0% | +10.6% | +5.4% |
| 3M | -3.4% | +11.6% | -15.0% | -7.2% |
| 6M | +20.6% | -15.2% | +35.8% | +24.4% |
| YTD | +41.9% | -17.2% | +59.1% | +47.2% |
| 1Y | +84.4% | -24.8% | +109.2% | +95.7% |
| 3Y | +380.2% | -8.7% | +388.9% | +375.0% |
| 5Y | +275.3% | -28.9% | +304.2% | +290.3% |
| 10Y | +1,751.4% | +153.6% | +1,597.8% | +1,138.2% |
| All | +12,132.1% | +5,417.8% | +6,714.4% | +2,536.1% |
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