-13.1%
PYPL vs TLN
+583.6%
-596.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.5% |
| 7D | +2.7% | +7.1% | -4.4% | +1.8% |
| 30D | -4.9% | -3.9% | -1.0% | -4.6% |
| 3M | +28.9% | -16.2% | +45.0% | +31.0% |
| 6M | +18.2% | -5.8% | +24.1% | +17.7% |
| YTD | -5.0% | -15.4% | +10.4% | -4.7% |
| 1Y | -18.8% | -16.7% | -2.1% | -18.6% |
| 3Y | -12.6% | +473.8% | -486.3% | -43.0% |
| All | -13.1% | +583.6% | -596.7% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling