-18.8%
PYPL vs TFC
+15.4%
-34.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +2.7% | +2.4% | +0.3% | +2.1% |
| 30D | -4.9% | -1.3% | -3.6% | -4.7% |
| 3M | +28.9% | +6.1% | +22.8% | +27.5% |
| 6M | +18.2% | +7.3% | +10.9% | +15.8% |
| YTD | -5.0% | +8.2% | -13.2% | -10.6% |
| 1Y | -18.8% | +14.4% | -33.3% | -26.5% |
| All | -18.8% | +15.4% | -34.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TFC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling