+63.3%
PYPL vs TD
+362.6%
-299.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.6% |
| 30D | +5.7% | +5.2% | +0.5% | +2.3% |
| 3M | -1.9% | +1.2% | -3.1% | -2.9% |
| 6M | +31.8% | +17.7% | +14.1% | +18.2% |
| YTD | +2.4% | +34.2% | -31.8% | -16.0% |
| 1Y | -8.2% | +55.4% | -63.7% | -31.7% |
| 3Y | +10.2% | +130.4% | -120.2% | -36.9% |
| 5Y | -71.2% | +101.8% | -173.0% | -82.0% |
| 10Y | +49.6% | +301.9% | -252.3% | -39.9% |
| All | +63.3% | +362.6% | -299.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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