-11.3%
PYPL vs TEM
+60.7%
-72.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +1.7% | +3.2% | -1.5% | +1.4% |
| 30D | -9.7% | +23.5% | -33.3% | -12.3% |
| 3M | +29.2% | +32.3% | -3.1% | +23.7% |
| 6M | +13.9% | +23.0% | -9.1% | +9.4% |
| YTD | -8.1% | +8.9% | -17.0% | -10.6% |
| 1Y | -21.4% | -19.9% | -1.5% | -21.2% |
| All | -11.3% | +60.7% | -72.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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