+11,495.2%
TSM vs DPZ
+5,324.1%
+6,171.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | +14.8% | -2.5% | +17.3% | +15.5% |
| 30D | -8.9% | +12.5% | -21.4% | -12.0% |
| 3M | -5.3% | -5.2% | 0.0% | -4.6% |
| 6M | +2.6% | +8.8% | -6.2% | -1.4% |
| YTD | +34.5% | -18.7% | +53.1% | +39.4% |
| 1Y | +41.0% | -15.7% | +56.7% | +44.4% |
| 3Y | +333.1% | -7.5% | +340.6% | +324.9% |
| 5Y | +270.1% | -30.1% | +300.2% | +285.1% |
| 10Y | +1,608.7% | +135.3% | +1,473.4% | +1,063.0% |
| All | +11,495.2% | +5,324.1% | +6,171.1% | +2,396.9% |
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