+51.4%
PYPL vs TD
+351.5%
-300.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | -4.9% | +0.4% | -5.3% | -5.2% |
| 3M | +28.9% | +7.6% | +21.2% | +22.6% |
| 6M | +18.2% | +25.0% | -6.8% | +2.0% |
| YTD | -5.0% | +31.0% | -36.0% | -20.8% |
| 1Y | -18.8% | +65.2% | -84.0% | -41.8% |
| 3Y | -12.6% | +122.5% | -135.1% | -48.8% |
| 5Y | -80.8% | +124.8% | -205.6% | -88.7% |
| 10Y | +49.9% | +298.2% | -248.3% | -39.4% |
| All | +51.4% | +351.5% | -300.1% | -42.3% |
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