-47.2%
TSLL vs PYPL
-38.2%
-8.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.3% | +5.0% |
| 7D | +33.0% | -1.1% | +34.1% | +34.3% |
| 30D | +7.7% | +3.8% | +3.9% | +4.2% |
| 3M | +34.7% | -1.3% | +36.0% | +34.0% |
| 6M | -31.5% | +29.0% | -60.6% | -48.8% |
| YTD | -42.4% | +0.7% | -43.1% | -47.6% |
| 1Y | -39.7% | -12.3% | -27.4% | -36.4% |
| 3Y | +3.4% | +7.6% | -4.2% | -3.7% |
| All | -47.2% | -38.2% | -8.9% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling