-13.0%
PYPL vs TDY
+45.1%
-58.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.9% | -1.9% | -4.1% | -5.2% |
| 30D | -9.4% | -12.5% | +3.1% | -4.6% |
| 3M | +31.3% | -0.8% | +32.1% | +30.8% |
| 6M | +19.1% | -9.0% | +28.1% | +22.8% |
| YTD | -7.9% | +16.8% | -24.7% | -17.6% |
| 1Y | -17.9% | +9.5% | -27.3% | -23.9% |
| All | -13.0% | +45.1% | -58.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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