-10.7%
DPZ vs TSLQ
-97.3%
+86.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -2.0% |
| 7D | -1.5% | -8.6% | +7.1% | -1.7% |
| 30D | -4.4% | -24.9% | +20.5% | -5.3% |
| 3M | +7.6% | -1.5% | +9.2% | +8.3% |
| 6M | -16.9% | -18.1% | +1.1% | -16.9% |
| YTD | -18.6% | -0.1% | -18.5% | -17.6% |
| 1Y | -26.7% | -51.4% | +24.7% | -28.1% |
| 3Y | -9.3% | -95.9% | +86.6% | -17.2% |
| All | -10.7% | -97.3% | +86.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling