-5.4%
TSLL vs DPZ
-6.8%
+1.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.4% |
| 7D | -11.0% | +2.2% | -13.2% | -12.1% |
| 30D | -5.3% | +6.7% | -12.0% | -8.4% |
| 3M | +20.8% | -4.5% | +25.3% | +22.1% |
| 6M | -36.0% | +3.3% | -39.3% | -39.2% |
| YTD | -47.3% | -19.4% | -27.9% | -41.3% |
| 1Y | -48.4% | -17.3% | -31.2% | -44.4% |
| 3Y | -5.4% | -8.4% | +2.9% | -7.1% |
| All | -5.4% | -6.8% | +1.3% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling