-33.0%
TSLL vs DPZ
-13.7%
-19.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.3% | -2.7% |
| 7D | +17.8% | +2.2% | +15.6% | +18.9% |
| 30D | +8.2% | +15.5% | -7.2% | +14.2% |
| 3M | +20.9% | -2.0% | +22.9% | +20.9% |
| 6M | -37.5% | +12.1% | -49.7% | -34.0% |
| YTD | -44.5% | -16.6% | -27.9% | -44.2% |
| 1Y | -33.0% | -14.6% | -18.4% | -31.9% |
| All | -33.0% | -13.7% | -19.2% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling