-56.8%
TSLL vs DPZ
-9.6%
-47.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.8% | +9.6% |
| 7D | -21.2% | +6.6% | -27.8% | -23.7% |
| 30D | -13.3% | +10.3% | -23.6% | -17.6% |
| 3M | +15.4% | -6.2% | +21.5% | +17.5% |
| 6M | -34.2% | +4.2% | -38.5% | -37.9% |
| YTD | -52.9% | -18.4% | -34.5% | -49.0% |
| 1Y | -54.3% | -14.9% | -39.4% | -52.4% |
| 3Y | -18.4% | -4.6% | -13.7% | -17.2% |
| All | -56.8% | -9.6% | -47.3% | -51.9% |
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