-5.4%
TSLL vs PAYC
+46.8%
-52.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -11.0% | -9.5% | -1.5% | -6.2% |
| 30D | -5.3% | +2.5% | -7.8% | -6.7% |
| 3M | +20.8% | +11.7% | +9.2% | +13.7% |
| 6M | -36.0% | +74.6% | -110.6% | -56.2% |
| YTD | -47.3% | +50.4% | -97.7% | -60.0% |
| 1Y | -48.4% | +44.0% | -92.4% | -59.6% |
| 3Y | -5.4% | +42.5% | -47.9% | -8.1% |
| All | -5.4% | +46.8% | -52.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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