-20.1%
PYPL vs TSLQ
-97.0%
+76.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.0% | -15.0% | -1.5% |
| 7D | +2.7% | -5.8% | +8.5% | +2.2% |
| 30D | -4.9% | -22.1% | +17.2% | -7.3% |
| 3M | +28.9% | +10.1% | +18.8% | +33.3% |
| 6M | +18.2% | -6.8% | +25.0% | +20.9% |
| YTD | -5.0% | +8.5% | -13.6% | -0.1% |
| 1Y | -18.8% | -49.7% | +30.9% | -21.7% |
| 3Y | -12.6% | -95.6% | +83.1% | -27.4% |
| All | -20.1% | -97.0% | +76.9% | -29.9% |
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