-39.7%
TSLL vs PYPL
-12.7%
-27.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.3% | +3.8% |
| 7D | +33.0% | -1.1% | +34.1% | +33.3% |
| 30D | +7.7% | +3.8% | +3.9% | +6.9% |
| 3M | +34.7% | -1.3% | +36.0% | +35.1% |
| 6M | -31.5% | +29.0% | -60.6% | -36.6% |
| YTD | -42.4% | +0.7% | -43.1% | -40.3% |
| 1Y | -39.7% | -12.3% | -27.4% | -31.8% |
| All | -39.7% | -12.7% | -27.0% | -31.8% |
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