-52.1%
TSLL vs DPZ
-9.6%
-42.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | +3.7% | -18.0% | -16.0% |
| 30D | -6.2% | +8.0% | -14.2% | -10.0% |
| 3M | +21.2% | -4.2% | +25.4% | +22.2% |
| 6M | -36.6% | +4.6% | -41.2% | -40.2% |
| YTD | -47.8% | -18.4% | -29.3% | -43.4% |
| 1Y | -45.2% | -16.8% | -28.5% | -41.9% |
| 3Y | -3.3% | -5.0% | +1.8% | -1.7% |
| All | -52.1% | -9.6% | -42.5% | -46.6% |
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