+40.1%
PYPL vs TMO
+338.2%
-298.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -2.3% | -0.6% | -1.6% | -1.8% |
| 30D | -9.0% | +1.1% | -10.2% | -9.6% |
| 3M | +30.6% | +28.3% | +2.3% | +10.7% |
| 6M | +18.6% | +23.3% | -4.7% | +2.1% |
| YTD | -7.2% | +5.5% | -12.6% | -11.3% |
| 1Y | -19.3% | +24.5% | -43.8% | -31.6% |
| 3Y | -12.3% | +19.6% | -31.9% | -25.9% |
| 5Y | -80.9% | +8.1% | -89.0% | -83.0% |
| All | +40.1% | +338.2% | -298.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling