+51.9%
PYPL vs TFC
+77.1%
-25.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +3.8% | +8.6% | -4.9% | +0.4% |
| 3M | -1.3% | -4.3% | +3.1% | +0.4% |
| 6M | +29.0% | +5.4% | +23.6% | +26.0% |
| YTD | +0.7% | +4.5% | -3.8% | -2.3% |
| 1Y | -12.3% | +14.0% | -26.3% | -17.9% |
| 3Y | +7.6% | +93.4% | -85.7% | -18.6% |
| 5Y | -71.7% | +0.5% | -72.2% | -73.4% |
| All | +51.9% | +77.1% | -25.2% | +10.0% |
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