-9.2%
DPZ vs TSLQ
-97.0%
+87.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -1.3% |
| 7D | -2.5% | -5.8% | +3.2% | -2.7% |
| 30D | -7.0% | -22.1% | +15.1% | -7.7% |
| 3M | +11.6% | +10.1% | +1.6% | +12.8% |
| 6M | -15.2% | -6.8% | -8.4% | -14.7% |
| YTD | -17.2% | +8.5% | -25.8% | -15.9% |
| 1Y | -24.8% | -49.7% | +24.9% | -26.3% |
| 3Y | -8.7% | -95.6% | +87.0% | -16.5% |
| All | -9.2% | -97.0% | +87.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling