+43.7%
PYPL vs TMO
+382.5%
-338.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | -4.3% | -0.5% | -3.9% | -4.0% |
| 30D | -11.5% | +1.0% | -12.5% | -12.0% |
| 3M | +26.1% | +22.7% | +3.4% | +10.1% |
| 6M | +13.7% | +19.0% | -5.3% | +0.3% |
| YTD | -9.8% | +4.7% | -14.6% | -13.4% |
| 1Y | -22.1% | +26.0% | -48.1% | -34.5% |
| 3Y | -13.5% | +18.0% | -31.5% | -26.2% |
| 5Y | -81.6% | +8.0% | -89.6% | -83.6% |
| 10Y | +38.8% | +333.8% | -295.0% | -49.3% |
| All | +43.7% | +382.5% | -338.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling