-22.5%
PYPL vs TSLQ
-97.2%
+74.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +2.5% |
| 7D | -5.9% | +5.7% | -11.6% | -5.2% |
| 30D | -9.4% | -21.1% | +11.7% | -11.6% |
| 3M | +31.3% | -11.5% | +42.8% | +31.5% |
| 6M | +19.1% | -14.9% | +34.0% | +20.3% |
| YTD | -7.9% | +2.4% | -10.3% | -3.8% |
| 1Y | -17.9% | -49.8% | +31.9% | -20.8% |
| 3Y | -11.6% | -95.8% | +84.2% | -26.8% |
| All | -22.5% | -97.2% | +74.7% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling