+61.9%
PYPL vs TMF
-79.5%
+141.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.2% |
| 7D | +1.0% | -1.1% | +2.0% | +1.0% |
| 30D | +5.9% | +11.8% | -6.0% | +6.0% |
| 3M | -0.2% | -4.0% | +3.8% | -0.3% |
| 6M | +30.3% | -16.5% | +46.8% | +29.9% |
| YTD | +1.6% | -19.9% | +21.5% | +1.2% |
| 1Y | -10.3% | -25.6% | +15.3% | -10.8% |
| 3Y | +8.5% | -29.9% | +38.4% | +8.3% |
| 5Y | -71.0% | -88.2% | +17.3% | -75.3% |
| 10Y | +46.9% | -81.7% | +128.7% | +40.0% |
| All | +61.9% | -79.5% | +141.4% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling