+65.4%
PYPL vs TFC
+96.7%
-31.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +0.6% |
| 7D | +2.2% | +0.3% | +1.8% | +2.0% |
| 30D | +8.1% | +9.2% | -1.0% | +4.3% |
| 3M | +1.9% | -2.9% | +4.8% | +3.1% |
| 6M | +33.1% | +3.5% | +29.6% | +30.8% |
| YTD | +3.8% | +5.4% | -1.7% | +0.2% |
| 1Y | -8.3% | +17.3% | -25.6% | -15.4% |
| 3Y | +11.9% | +96.7% | -84.8% | -16.6% |
| 5Y | -70.4% | -1.1% | -69.3% | -72.0% |
| 10Y | +47.2% | +84.7% | -37.6% | -4.2% |
| All | +65.4% | +96.7% | -31.3% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling