-56.8%
TSLL vs CPAY
+100.8%
-157.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +7.0% |
| 7D | -21.2% | +13.5% | -34.7% | -31.4% |
| 30D | -13.3% | +13.1% | -26.4% | -24.6% |
| 3M | +15.4% | +14.3% | +1.1% | -0.9% |
| 6M | -34.2% | +49.0% | -83.3% | -58.1% |
| YTD | -52.9% | +51.3% | -104.2% | -72.0% |
| 1Y | -54.3% | +63.7% | -118.1% | -75.4% |
| 3Y | -18.4% | +95.0% | -113.4% | -60.3% |
| All | -56.8% | +100.8% | -157.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling