-35.3%
TSLL vs PYPL
-12.3%
-23.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.0% | -8.8% | -9.2% |
| 7D | +1.9% | +2.7% | -0.8% | -0.2% |
| 30D | +17.8% | -4.9% | +22.7% | +21.6% |
| 3M | -37.0% | +28.9% | -65.9% | -53.3% |
| 6M | -37.7% | +18.2% | -55.9% | -50.3% |
| YTD | -51.4% | -5.0% | -46.3% | -52.6% |
| 1Y | -23.4% | -18.8% | -4.5% | -10.8% |
| All | -35.3% | -12.3% | -23.0% | -18.1% |
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 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