-18.4%
TSLL vs PYPL
+5.7%
-24.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.2% |
| 7D | -21.2% | +3.9% | -25.1% | -23.5% |
| 30D | -13.3% | +7.8% | -21.1% | -18.7% |
| 3M | +15.4% | -0.7% | +16.0% | +14.2% |
| 6M | -34.2% | +28.8% | -63.0% | -51.0% |
| YTD | -52.9% | +2.4% | -55.3% | -57.1% |
| 1Y | -54.3% | -9.6% | -44.7% | -51.7% |
| 3Y | -18.4% | +9.7% | -28.0% | -19.1% |
| All | -18.4% | +5.7% | -24.1% | -19.1% |
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