-23.4%
TSLL vs PYPL
-20.5%
-2.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.3% | -8.6% | -10.8% |
| 7D | +1.9% | +2.4% | -0.5% | +1.4% |
| 30D | +17.8% | -5.1% | +22.9% | +19.6% |
| 3M | -37.0% | +28.6% | -65.6% | -43.7% |
| 6M | -37.7% | +17.9% | -55.6% | -42.1% |
| YTD | -51.4% | -5.3% | -46.1% | -48.7% |
| 1Y | -23.4% | -19.0% | -4.3% | -2.4% |
| All | -23.4% | -20.5% | -2.9% | -2.4% |
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