+51.4%
PYPL vs TCOM
+17.9%
+33.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | +2.7% | -9.5% | +12.2% | +5.1% |
| 30D | -4.9% | -10.7% | +5.8% | -2.4% |
| 3M | +28.9% | -14.6% | +43.5% | +33.1% |
| 6M | +18.2% | -19.3% | +37.6% | +23.7% |
| YTD | -5.0% | -42.9% | +37.9% | +7.4% |
| 1Y | -18.8% | -43.8% | +25.0% | -8.0% |
| 3Y | -12.6% | +2.1% | -14.7% | -18.0% |
| 5Y | -80.8% | +31.2% | -112.0% | -84.2% |
| 10Y | +49.9% | -13.9% | +63.8% | +24.8% |
| All | +51.4% | +17.9% | +33.5% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling