-33.3%
TSLL vs CPAY
+51.9%
-85.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.1% |
| 7D | +1.9% | +2.1% | -0.2% | -0.1% |
| 30D | +17.8% | +5.5% | +12.2% | +11.9% |
| 3M | -37.0% | +16.6% | -53.6% | -46.6% |
| 6M | -37.7% | +26.7% | -64.3% | -52.4% |
| YTD | -51.4% | +38.4% | -89.7% | -68.0% |
| 1Y | -23.4% | +30.1% | -53.5% | -46.0% |
| All | -33.3% | +51.9% | -85.2% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling