-48.9%
TSLL vs PYPL
-37.0%
-11.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +4.8% |
| 7D | +0.5% | -1.2% | +1.7% | +2.1% |
| 30D | +2.7% | +6.1% | -3.5% | -2.4% |
| 3M | +26.3% | +1.1% | +25.2% | +23.2% |
| 6M | -37.2% | +32.7% | -69.9% | -54.2% |
| YTD | -44.2% | +2.8% | -47.0% | -50.1% |
| 1Y | -44.0% | -10.8% | -33.2% | -41.7% |
| 3Y | 0.0% | +9.8% | -9.8% | -8.3% |
| All | -48.9% | -37.0% | -11.9% | -24.1% |
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