+38.8%
PYPL vs TFC
+97.4%
-58.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -4.3% | -1.3% | -3.0% | -3.8% |
| 30D | -11.5% | -2.3% | -9.1% | -10.6% |
| 3M | +26.1% | +2.5% | +23.7% | +24.8% |
| 6M | +13.7% | +9.5% | +4.2% | +9.2% |
| YTD | -9.8% | +5.1% | -14.9% | -12.6% |
| 1Y | -22.1% | +15.5% | -37.5% | -27.4% |
| 3Y | -13.5% | +95.2% | -108.7% | -34.7% |
| 5Y | -81.6% | +14.5% | -96.1% | -83.4% |
| 10Y | +38.8% | +97.2% | -58.4% | +2.7% |
| All | +38.8% | +97.4% | -58.6% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling