-55.4%
TSLL vs PAYC
-35.0%
-20.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.7% | -8.2% | -9.9% |
| 7D | +1.9% | -2.9% | +4.8% | +3.8% |
| 30D | +17.8% | +32.8% | -15.0% | 0.0% |
| 3M | -37.0% | +69.3% | -106.3% | -54.7% |
| 6M | -37.7% | +74.0% | -111.6% | -57.2% |
| YTD | -51.4% | +46.4% | -97.8% | -62.8% |
| 1Y | -23.4% | +4.2% | -27.5% | -26.9% |
| 3Y | -30.8% | -19.7% | -11.0% | -22.7% |
| All | -55.4% | -35.0% | -20.4% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling