-10.5%
DPZ vs TSLQ
-97.3%
+86.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.4% | +6.2% | -2.4% |
| 7D | +6.6% | +19.7% | -13.1% | +7.3% |
| 30D | +10.3% | +4.1% | +6.2% | +10.6% |
| 3M | -6.2% | -30.9% | +24.7% | -7.2% |
| 6M | +4.2% | -13.6% | +17.9% | +4.5% |
| YTD | -18.4% | -2.6% | -15.8% | -17.3% |
| 1Y | -14.9% | -10.4% | -4.5% | -13.9% |
| 3Y | -4.6% | -96.4% | +91.8% | -14.0% |
| All | -10.5% | -97.3% | +86.8% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling