+46.5%
PYPL vs TKO
+1,306.6%
-1,260.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -4.6% |
| 7D | +1.7% | +7.2% | -5.4% | -0.2% |
| 30D | -9.7% | +4.7% | -14.4% | -11.0% |
| 3M | +29.2% | -3.2% | +32.4% | +29.9% |
| 6M | +13.9% | -2.9% | +16.7% | +14.1% |
| YTD | -8.1% | -5.8% | -2.3% | -7.7% |
| 1Y | -21.4% | -1.1% | -20.3% | -22.2% |
| 3Y | -11.8% | +111.1% | -122.9% | -30.2% |
| 5Y | -81.1% | +315.6% | -396.7% | -87.8% |
| 10Y | +36.9% | +978.5% | -941.5% | -30.2% |
| All | +46.5% | +1,306.6% | -1,260.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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