-8.5%
DPZ vs TSLQ
-97.8%
+89.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +2.7% |
| 7D | +2.2% | -16.8% | +19.1% | +1.6% |
| 30D | +15.5% | -18.0% | +33.4% | +14.9% |
| 3M | -2.0% | -34.5% | +32.5% | -3.1% |
| 6M | +12.1% | -8.9% | +21.1% | +13.0% |
| YTD | -16.6% | -19.0% | +2.4% | -15.9% |
| 1Y | -14.6% | -38.2% | +23.6% | -15.0% |
| 3Y | -4.1% | -96.9% | +92.8% | -13.9% |
| All | -8.5% | -97.8% | +89.3% | -16.0% |
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