-81.6%
PYPL vs TCOM
+25.9%
-107.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | -4.3% | -10.2% | +5.8% | -2.1% |
| 30D | -11.5% | -16.8% | +5.4% | -7.8% |
| 3M | +26.1% | -16.7% | +42.8% | +30.8% |
| 6M | +13.7% | -27.1% | +40.7% | +21.5% |
| YTD | -9.8% | -45.5% | +35.7% | +2.3% |
| 1Y | -22.1% | -45.9% | +23.8% | -11.5% |
| 3Y | -13.5% | +9.8% | -23.2% | -20.6% |
| 5Y | -81.6% | +23.8% | -105.4% | -85.0% |
| All | -81.6% | +25.9% | -107.5% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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