-22.1%
PYPL vs TLN
-18.5%
-3.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.8% |
| 7D | -4.3% | +5.8% | -10.2% | -4.7% |
| 30D | -11.5% | -6.9% | -4.6% | -11.3% |
| 3M | +26.1% | -10.9% | +37.0% | +26.4% |
| 6M | +13.7% | -4.6% | +18.3% | +13.2% |
| YTD | -9.8% | -14.7% | +4.9% | -10.0% |
| 1Y | -22.1% | -17.9% | -4.1% | -14.7% |
| All | -22.1% | -18.5% | -3.6% | -14.7% |
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