-19.0%
PYPL vs TMF
-15.2%
-3.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.6% | -3.3% |
| 7D | +2.4% | -1.4% | +3.9% | +2.6% |
| 30D | -5.1% | -2.8% | -2.3% | -4.8% |
| 3M | +28.6% | -10.9% | +39.5% | +30.3% |
| 6M | +17.9% | -21.3% | +39.3% | +19.7% |
| YTD | -5.3% | -15.9% | +10.6% | -3.5% |
| 1Y | -19.0% | -15.7% | -3.3% | -17.7% |
| All | -19.0% | -15.2% | -3.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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