-51.9%
TSLL vs CPAY
+79.6%
-131.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.1% | +10.0% |
| 7D | +5.8% | +0.6% | +5.2% | +5.1% |
| 30D | +21.7% | +3.6% | +18.1% | +17.5% |
| 3M | -28.2% | +16.6% | -44.9% | -39.6% |
| 6M | -29.5% | +29.5% | -58.9% | -47.6% |
| YTD | -47.5% | +35.3% | -82.8% | -64.5% |
| 1Y | -20.8% | +30.6% | -51.4% | -44.8% |
| 3Y | -26.7% | +49.7% | -76.5% | -52.7% |
| All | -51.9% | +79.6% | -131.5% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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