-46.0%
TSLL vs PYPL
-9.5%
-36.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.7% | -7.1% |
| 7D | -9.4% | +6.5% | -15.9% | -10.8% |
| 30D | +1.6% | +10.6% | -9.1% | -1.0% |
| 3M | +29.4% | +3.1% | +26.3% | +28.1% |
| 6M | -20.1% | +20.2% | -40.3% | -24.5% |
| YTD | -44.5% | +4.0% | -48.5% | -42.3% |
| 1Y | -46.0% | -7.9% | -38.1% | -37.8% |
| All | -46.0% | -9.5% | -36.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling