-14.8%
PYPL vs TSLQ
-95.6%
+80.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -4.3% | -8.0% | +3.7% | -5.0% |
| 30D | -11.5% | -23.8% | +12.3% | -13.5% |
| 3M | +26.1% | -7.0% | +33.2% | +27.2% |
| 6M | +13.7% | -17.1% | +30.8% | +14.4% |
| YTD | -9.8% | +0.1% | -9.9% | -6.7% |
| 1Y | -22.1% | -51.2% | +29.1% | -24.5% |
| All | -14.8% | -95.6% | +80.8% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling