+11.9%
PYPL vs TLN
+563.3%
-551.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.9% | +0.6% |
| 7D | +2.2% | +9.1% | -6.9% | +1.0% |
| 30D | +8.1% | -4.1% | +12.2% | +8.4% |
| 3M | +1.9% | +4.4% | -2.5% | +0.8% |
| 6M | +33.1% | -6.0% | +39.1% | +32.6% |
| YTD | +3.8% | -3.1% | +6.9% | +2.0% |
| 1Y | -8.3% | -6.1% | -2.2% | -9.6% |
| 3Y | +11.9% | +575.3% | -563.5% | -27.0% |
| All | +11.9% | +563.3% | -551.4% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling