-19.0%
PYPL vs TSLQ
-50.5%
+31.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.0% | -15.3% | -2.4% |
| 7D | +2.4% | -5.8% | +8.2% | +2.3% |
| 30D | -5.1% | -22.1% | +17.0% | -6.3% |
| 3M | +28.6% | +10.1% | +18.5% | +31.4% |
| 6M | +17.9% | -6.8% | +24.7% | +19.3% |
| YTD | -5.3% | +8.5% | -13.8% | -2.2% |
| 1Y | -19.0% | -49.7% | +30.7% | -17.4% |
| All | -19.0% | -50.5% | +31.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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