-8.5%
DPZ vs TSLQ
-97.1%
+88.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +21.8% | -21.5% | +1.0% |
| 7D | +9.5% | +32.9% | -23.4% | +10.6% |
| 30D | +12.8% | +15.4% | -2.6% | +13.5% |
| 3M | -6.2% | -23.7% | +17.4% | -6.9% |
| 6M | +4.3% | -10.1% | +14.4% | +4.6% |
| YTD | -16.6% | +6.3% | -22.9% | -15.2% |
| 1Y | -12.8% | +4.6% | -17.4% | -11.2% |
| 3Y | -0.8% | -96.0% | +95.2% | -10.3% |
| All | -8.5% | -97.1% | +88.6% | -15.3% |
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