-13.8%
PYPL vs TSLQ
-97.8%
+84.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +2.1% |
| 7D | +0.1% | -16.8% | +16.9% | -2.1% |
| 30D | +5.7% | -18.0% | +23.6% | +3.7% |
| 3M | -1.9% | -34.5% | +32.6% | -5.7% |
| 6M | +31.8% | -8.9% | +40.7% | +34.7% |
| YTD | +2.4% | -19.0% | +21.4% | +4.7% |
| 1Y | -8.2% | -38.2% | +30.0% | -9.3% |
| 3Y | +10.2% | -96.9% | +107.1% | -13.4% |
| All | -13.8% | -97.8% | +84.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling