-55.4%
TSLL vs DPZ
-8.3%
-47.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -11.0% |
| 7D | +1.9% | -2.5% | +4.4% | +3.1% |
| 30D | +17.8% | -7.0% | +24.7% | +21.5% |
| 3M | -37.0% | +11.6% | -48.6% | -42.0% |
| 6M | -37.7% | -15.2% | -22.5% | -33.2% |
| YTD | -51.4% | -17.2% | -34.1% | -47.2% |
| 1Y | -23.4% | -24.8% | +1.5% | -11.8% |
| 3Y | -30.8% | -8.7% | -22.1% | -27.7% |
| All | -55.4% | -8.3% | -47.1% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling