-52.1%
TSLL vs CPAY
+102.1%
-154.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.4% |
| 7D | -14.3% | +11.9% | -26.2% | -24.3% |
| 30D | -6.2% | +15.1% | -21.2% | -19.6% |
| 3M | +21.2% | +16.5% | +4.6% | +2.3% |
| 6M | -36.6% | +33.1% | -69.7% | -54.3% |
| YTD | -47.8% | +52.2% | -100.0% | -69.1% |
| 1Y | -45.2% | +65.6% | -110.8% | -70.9% |
| 3Y | -3.3% | +100.2% | -103.5% | -54.2% |
| All | -52.1% | +102.1% | -154.2% | -77.6% |
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