-54.3%
TSLL vs PYPL
-11.7%
-42.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.5% |
| 7D | -21.2% | +3.9% | -25.1% | -21.7% |
| 30D | -13.3% | +7.8% | -21.1% | -14.7% |
| 3M | +15.4% | -0.7% | +16.0% | +15.5% |
| 6M | -34.2% | +28.8% | -63.0% | -39.0% |
| YTD | -52.9% | +2.4% | -55.3% | -51.9% |
| 1Y | -54.3% | -9.6% | -44.7% | -50.5% |
| All | -54.3% | -11.7% | -42.7% | -50.5% |
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