-10.3%
PYPL vs TFC
+16.8%
-27.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | +5.9% | +9.0% | -3.1% | +4.4% |
| 3M | -0.2% | -2.1% | +1.9% | -0.2% |
| 6M | +30.3% | +3.4% | +26.9% | +30.2% |
| YTD | +1.6% | +5.3% | -3.7% | -4.8% |
| 1Y | -10.3% | +16.2% | -26.4% | -21.9% |
| All | -10.3% | +16.8% | -27.1% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling