-47.2%
TSLL vs DPZ
-9.8%
-37.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +2.8% |
| 7D | +33.0% | -2.5% | +35.4% | +34.3% |
| 30D | +7.7% | +12.5% | -4.8% | +1.4% |
| 3M | +34.7% | -5.2% | +39.9% | +36.5% |
| 6M | -31.5% | +8.8% | -40.3% | -36.8% |
| YTD | -42.4% | -18.7% | -23.7% | -37.5% |
| 1Y | -39.7% | -15.7% | -24.0% | -36.7% |
| 3Y | +3.4% | -7.5% | +10.9% | +6.4% |
| All | -47.2% | -9.8% | -37.3% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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