+10.6%
PYPL vs TMF
-28.1%
+38.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.2% | -3.4% | +2.2% | -0.9% |
| 30D | +6.1% | +11.5% | -5.4% | +5.2% |
| 3M | +1.1% | -4.5% | +5.6% | +1.3% |
| 6M | +32.7% | -15.0% | +47.7% | +34.1% |
| YTD | +2.8% | -19.9% | +22.6% | +4.2% |
| 1Y | -10.8% | -26.6% | +15.8% | -9.2% |
| All | +10.6% | -28.1% | +38.7% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling