+43.7%
PYPL vs TDY
+459.5%
-415.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | -4.3% | -1.8% | -2.5% | -3.4% |
| 30D | -11.5% | -13.8% | +2.3% | -4.7% |
| 3M | +26.1% | -3.9% | +30.0% | +27.9% |
| 6M | +13.7% | -9.0% | +22.7% | +18.1% |
| YTD | -9.8% | +16.5% | -26.4% | -18.8% |
| 1Y | -22.1% | +9.3% | -31.3% | -27.4% |
| 3Y | -13.5% | +45.1% | -58.6% | -31.4% |
| 5Y | -81.6% | +35.0% | -116.6% | -84.9% |
| 10Y | +38.8% | +469.0% | -430.2% | -47.8% |
| All | +43.7% | +459.5% | -415.8% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling