-73.9%
PYPL vs TMF
-88.0%
+14.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +3.9% | +1.2% | +2.7% | +3.8% |
| 30D | +7.8% | +19.7% | -11.9% | +6.0% |
| 3M | -0.7% | -2.1% | +1.4% | -0.6% |
| 6M | +28.8% | -13.4% | +42.2% | +30.3% |
| YTD | +2.4% | -16.7% | +19.1% | +3.8% |
| 1Y | -9.6% | -23.3% | +13.7% | -7.7% |
| 3Y | +9.7% | -24.8% | +34.5% | +9.9% |
| All | -73.9% | -88.0% | +14.1% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling