-19.0%
PYPL vs TLN
-17.2%
-1.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.0% | -3.5% |
| 7D | +2.4% | +7.1% | -4.6% | +2.0% |
| 30D | -5.1% | -3.9% | -1.2% | -5.1% |
| 3M | +28.6% | -16.2% | +44.7% | +29.2% |
| 6M | +17.9% | -5.8% | +23.8% | +17.6% |
| YTD | -5.3% | -15.4% | +10.2% | -5.4% |
| 1Y | -19.0% | -16.7% | -2.3% | -13.2% |
| All | -19.0% | -17.2% | -1.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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