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Using Pyfolio

I'm trying to use the create_perf_attrib_tear_sheet() in my notebook but every time I go to run it, it throws an error. Not sure what I'm missing but I'm just trying to see the results of the factors. The error says "cannot join with no level specified and no overlapping names". I followed a tutorial on here with my own factor about pyfolio but it threw a different error saying "create_perf_attrib_tear_sheet() takes 4 arguments (4 arguments given)" but then looked at the Github page and found that a parameter assignment was missing that was required which was "returns". I'm not sure what would go here as I tried adding the results from the pipe that I placed for the Returns(window_length) function in that spot

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I'm still having issues. I'll attach my notebook. I've been playing around with it but some guidance would be greatly appreciated.