-24.9%
TSLL vs PYPL
+5.2%
-30.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -20.2% |
| 7D | -28.9% | +3.5% | -32.4% | -30.8% |
| 30D | -21.4% | +8.0% | -29.4% | -26.5% |
| 3M | +5.0% | +2.0% | +2.9% | +1.3% |
| 6M | -36.6% | +27.6% | -64.1% | -52.3% |
| YTD | -56.6% | +1.9% | -58.5% | -60.3% |
| 1Y | -60.9% | -12.4% | -48.5% | -57.0% |
| All | -24.9% | +5.2% | -30.1% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling