+51.4%
PYPL vs TEL
+301.6%
-250.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | +2.7% | +3.0% | -0.3% | +0.8% |
| 30D | -4.9% | -3.9% | -1.0% | -3.0% |
| 3M | +28.9% | -5.1% | +34.0% | +31.5% |
| 6M | +18.2% | +0.6% | +17.6% | +14.5% |
| YTD | -5.0% | -7.3% | +2.3% | -4.0% |
| 1Y | -18.8% | +1.1% | -20.0% | -23.0% |
| 3Y | -12.6% | +63.7% | -76.3% | -41.0% |
| 5Y | -80.8% | +50.7% | -131.4% | -86.4% |
| 10Y | +49.9% | +290.2% | -240.3% | -43.4% |
| All | +51.4% | +301.6% | -250.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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