-15.7%
PYPL vs TLN
+571.8%
-587.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.5% |
| 7D | -5.9% | +2.0% | -7.9% | -6.2% |
| 30D | -9.4% | -12.9% | +3.5% | -8.0% |
| 3M | +31.3% | -7.4% | +38.7% | +31.7% |
| 6M | +19.1% | -6.0% | +25.1% | +18.5% |
| YTD | -7.9% | -16.9% | +9.0% | -7.4% |
| 1Y | -17.9% | -22.6% | +4.7% | -16.7% |
| 3Y | -11.6% | +469.0% | -480.6% | -42.4% |
| All | -15.7% | +571.8% | -587.5% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling