-13.0%
PYPL vs TDG
+50.3%
-63.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -5.9% | -2.7% | -3.3% | -4.7% |
| 30D | -9.4% | -9.3% | -0.1% | -5.3% |
| 3M | +31.3% | -7.1% | +38.4% | +35.2% |
| 6M | +19.1% | -11.2% | +30.2% | +24.7% |
| YTD | -7.9% | -15.3% | +7.4% | +0.2% |
| 1Y | -17.9% | -12.5% | -5.4% | -12.4% |
| All | -13.0% | +50.3% | -63.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 3y: compounded portfolio wealth divided by compounded TDG 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…
3y analysis · Full analysis span regression · 6 months rolling