-71.8%
PYPL vs TMF
-88.6%
+16.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.8% |
| 7D | +0.1% | -9.3% | +9.3% | +1.0% |
| 30D | +5.7% | +1.9% | +3.7% | +5.5% |
| 3M | -1.9% | -11.2% | +9.3% | -0.8% |
| 6M | +31.8% | -17.7% | +49.5% | +34.2% |
| YTD | +2.4% | -24.5% | +26.9% | +5.0% |
| 1Y | -8.2% | -29.4% | +21.2% | -5.4% |
| 3Y | +10.2% | -33.4% | +43.6% | +11.8% |
| All | -71.8% | -88.6% | +16.8% | -73.4% |
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