-52.1%
TSLL vs PYPL
-36.4%
-15.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.4% | +9.5% | +9.8% |
| 7D | -14.3% | +2.2% | -16.5% | -15.6% |
| 30D | -6.2% | +8.1% | -14.3% | -12.3% |
| 3M | +21.2% | +1.9% | +19.3% | +17.4% |
| 6M | -36.6% | +33.1% | -69.7% | -53.9% |
| YTD | -47.8% | +3.8% | -51.5% | -53.6% |
| 1Y | -45.2% | -8.3% | -36.9% | -44.6% |
| 3Y | -3.3% | +11.9% | -15.1% | -12.7% |
| All | -52.1% | -36.4% | -15.7% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling