-10.5%
DPZ vs TSLQ
-97.6%
+87.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.0% | -0.4% |
| 7D | +3.7% | +8.5% | -4.8% | +4.1% |
| 30D | +8.0% | -4.8% | +12.8% | +8.0% |
| 3M | -4.2% | -34.9% | +30.7% | -5.4% |
| 6M | +4.6% | -10.6% | +15.2% | +5.2% |
| YTD | -18.4% | -13.4% | -5.0% | -17.6% |
| 1Y | -16.8% | -25.9% | +9.1% | -16.4% |
| 3Y | -5.0% | -96.9% | +91.9% | -15.0% |
| All | -10.5% | -97.6% | +87.1% | -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