-18.4%
TSLL vs CPAY
+92.3%
-110.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +7.1% |
| 7D | -21.2% | +13.5% | -34.7% | -30.9% |
| 30D | -13.3% | +13.1% | -26.4% | -24.1% |
| 3M | +15.4% | +14.3% | +1.1% | -0.2% |
| 6M | -34.2% | +49.0% | -83.3% | -57.6% |
| YTD | -52.9% | +51.3% | -104.2% | -71.8% |
| 1Y | -54.3% | +63.7% | -118.1% | -75.5% |
| 3Y | -18.4% | +95.0% | -113.4% | -57.9% |
| All | -18.4% | +92.3% | -110.7% | -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